-98.1%
AMC vs DLTR
+135.7%
-233.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +2.3% | +2.5% | -0.1% | +1.8% |
| 30D | -0.7% | +2.1% | -2.8% | -1.2% |
| 3M | +35.2% | +20.3% | +14.9% | +30.2% |
| 6M | +124.6% | +11.5% | +113.1% | +118.1% |
| YTD | +69.9% | +6.8% | +63.0% | +66.2% |
| 1Y | -2.6% | +31.1% | -33.7% | -8.9% |
| 3Y | -79.8% | +10.7% | -90.4% | -81.0% |
| 5Y | -99.4% | +41.6% | -141.0% | -99.4% |
| 10Y | -98.9% | +58.1% | -157.0% | -99.1% |
| All | -98.1% | +135.7% | -233.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling