+52.0%
DLTR vs ACGL
+268.6%
-216.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.9% |
| 7D | -5.8% | -2.9% | -2.9% | -5.0% |
| 30D | -5.2% | -2.8% | -2.4% | -4.4% |
| 3M | +15.2% | +6.8% | +8.4% | +13.0% |
| 6M | +7.1% | -1.5% | +8.7% | +7.4% |
| YTD | +0.8% | -0.2% | +1.1% | +0.5% |
| 1Y | +24.8% | +5.3% | +19.5% | +22.3% |
| 3Y | +6.9% | +30.3% | -23.4% | -4.1% |
| 5Y | +33.2% | +151.8% | -118.6% | -6.6% |
| All | +52.0% | +268.6% | -216.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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