+228.9%
ARM vs DLTR
+12.7%
+216.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.9% | +9.7% | +5.5% |
| 7D | -15.2% | -2.0% | -13.2% | -15.0% |
| 30D | -40.7% | +12.8% | -53.4% | -42.0% |
| 3M | -39.1% | +1.1% | -40.2% | -39.5% |
| 6M | -26.4% | +35.9% | -62.3% | -32.3% |
| YTD | +59.7% | +6.6% | +53.1% | +53.0% |
| 1Y | +10.3% | +28.6% | -18.3% | +2.0% |
| 3Y | +228.9% | +14.0% | +214.8% | +200.5% |
| All | +228.9% | +12.7% | +216.1% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling