+214.2%
ARM vs DLTR
+25.0%
+189.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | +19.8% | +2.4% | +17.4% | +19.3% |
| 30D | -21.8% | +21.5% | -43.3% | -24.5% |
| 3M | -26.5% | +9.8% | -36.4% | -28.0% |
| 6M | -3.9% | +58.6% | -62.6% | -14.3% |
| YTD | +82.8% | +14.8% | +67.9% | +72.9% |
| 1Y | +34.3% | +33.0% | +1.3% | +23.4% |
| 3Y | +282.2% | +23.8% | +258.4% | +239.9% |
| All | +214.2% | +25.0% | +189.2% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling