-99.5%
AMC vs DLTR
+34.4%
-133.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -1.7% |
| 7D | -0.8% | -5.8% | +5.0% | +1.0% |
| 30D | -1.2% | -5.2% | +4.1% | +0.4% |
| 3M | +42.2% | +15.2% | +27.0% | +36.8% |
| 6M | +118.8% | +7.1% | +111.7% | +112.5% |
| YTD | +64.1% | +0.8% | +63.3% | +61.8% |
| 1Y | -9.5% | +24.8% | -34.3% | -16.6% |
| 3Y | -64.3% | +6.9% | -71.3% | -66.6% |
| 5Y | -99.5% | +33.2% | -132.7% | -99.4% |
| All | -99.5% | +34.4% | -133.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling