+19.3%
ARM vs DLTR
+45.2%
-25.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.6% | -14.9% | -5.7% |
| 7D | -18.7% | +15.6% | -34.3% | -19.6% |
| 30D | -36.7% | +29.9% | -66.5% | -38.4% |
| 3M | -31.6% | +12.5% | -44.1% | -32.1% |
| 6M | -5.6% | +56.3% | -61.9% | -18.0% |
| YTD | +75.5% | +19.5% | +56.0% | +54.8% |
| 1Y | +19.3% | +44.0% | -24.7% | +2.7% |
| All | +19.3% | +45.2% | -25.9% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling