+86.1%
ARM vs DLTR
+29.2%
+56.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +2.5% | +3.0% | +4.8% |
| 30D | -8.2% | +2.1% | -10.3% | -8.9% |
| 3M | -35.9% | +20.3% | -56.2% | -40.4% |
| 6M | +103.1% | +11.5% | +91.6% | +85.9% |
| YTD | +130.6% | +6.8% | +123.8% | +109.3% |
| 1Y | +86.1% | +31.1% | +55.0% | +48.7% |
| All | +86.1% | +29.2% | +56.8% | +48.7% |
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