+12.7%
DLTR vs ABCL
+109.3%
-96.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +2.1% | +93.1% | -91.0% | -3.2% |
| 3M | +20.3% | +79.4% | -59.2% | +14.1% |
| 6M | +11.5% | +214.9% | -203.4% | +0.6% |
| YTD | +6.8% | +234.2% | -227.4% | -4.7% |
| 1Y | +31.1% | +174.8% | -143.7% | +17.5% |
| All | +12.7% | +109.3% | -96.6% | 0.0% |
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