+14.0%
DLTR vs ABCL
+156.0%
-142.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.7% | -11.7% | -5.3% |
| 7D | -2.0% | -3.2% | +1.1% | -1.9% |
| 30D | +12.8% | -7.4% | +20.2% | +13.0% |
| 3M | +1.1% | +81.9% | -80.8% | -3.7% |
| 6M | +35.9% | +135.7% | -99.8% | +25.8% |
| YTD | +6.6% | +247.4% | -240.8% | -4.9% |
| 1Y | +28.6% | +162.3% | -133.6% | +16.9% |
| 3Y | +14.0% | +165.5% | -151.4% | -2.1% |
| All | +14.0% | +156.0% | -142.0% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling