-97.7%
AMC vs DLTR
+135.2%
-232.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.9% | +3.0% |
| 7D | +2.6% | -2.0% | +4.7% | +3.2% |
| 30D | +9.0% | +12.8% | -3.7% | +6.2% |
| 3M | +22.2% | +1.1% | +21.1% | +21.8% |
| 6M | +91.5% | +35.9% | +55.6% | +78.7% |
| YTD | +101.3% | +6.6% | +94.7% | +97.0% |
| 1Y | +20.8% | +28.6% | -7.8% | +13.6% |
| 3Y | -71.3% | +14.0% | -85.4% | -73.2% |
| 5Y | -99.2% | +19.2% | -118.5% | -99.3% |
| 10Y | -98.7% | +78.1% | -176.8% | -99.0% |
| All | -97.7% | +135.2% | -232.9% | -98.3% |
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