+16.4%
DLTR vs ABCL
-81.2%
+97.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -5.8% | +1.4% | -7.2% | -5.9% |
| 30D | -5.2% | +65.1% | -70.3% | -8.1% |
| 3M | +15.2% | +111.1% | -95.9% | +9.8% |
| 6M | +7.1% | +231.6% | -224.5% | -0.7% |
| YTD | +0.8% | +234.5% | -233.7% | -7.0% |
| 1Y | +24.8% | +174.3% | -149.6% | +15.7% |
| 3Y | +6.9% | +111.5% | -104.5% | -2.5% |
| 5Y | +33.2% | -37.3% | +70.5% | +22.2% |
| All | +16.4% | -81.2% | +97.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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