+32.5%
DLTR vs ABCL
+198.8%
-166.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +5.0% | +2.3% | +2.7% | +5.0% |
| 30D | +18.7% | -0.7% | +19.4% | +18.7% |
| 3M | +8.9% | +33.4% | -24.5% | +7.2% |
| 6M | +49.4% | +137.8% | -88.3% | +39.1% |
| YTD | +14.5% | +264.3% | -249.8% | -0.3% |
| 1Y | +32.5% | +209.2% | -176.7% | +20.4% |
| All | +32.5% | +198.8% | -166.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling