+88.0%
ARM vs DLTR
+22.8%
+65.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.4% | +5.0% |
| 7D | +11.4% | -5.8% | +17.2% | +12.8% |
| 30D | -7.4% | -5.2% | -2.2% | -6.6% |
| 3M | -24.5% | +15.2% | -39.7% | -29.4% |
| 6M | +128.7% | +7.1% | +121.5% | +111.1% |
| YTD | +139.3% | +0.8% | +138.4% | +119.7% |
| 1Y | +88.0% | +24.8% | +63.2% | +50.1% |
| All | +88.0% | +22.8% | +65.2% | +50.1% |
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