+1,090.2%
ATI vs DLTR
+45.3%
+1,045.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.6% | -10.1% | +4.4% | -2.9% |
| 30D | -13.7% | -8.1% | -5.6% | -11.9% |
| 3M | -0.4% | +2.9% | -3.2% | -1.9% |
| 6M | +26.2% | +4.3% | +21.9% | +23.0% |
| YTD | +73.2% | -3.9% | +77.1% | +72.4% |
| 1Y | +161.6% | +18.9% | +142.7% | +144.0% |
| 3Y | +346.2% | +1.9% | +344.3% | +317.4% |
| 5Y | +1,047.6% | +31.0% | +1,016.6% | +811.7% |
| All | +1,090.2% | +45.3% | +1,045.0% | +685.5% |
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 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