+12.7%
DLTR vs ACGL
+35.2%
-22.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | +20.3% | +11.0% | +9.2% | +18.9% |
| 6M | +11.5% | -0.3% | +11.8% | +11.5% |
| YTD | +6.8% | +2.3% | +4.6% | +6.5% |
| 1Y | +31.1% | +6.4% | +24.7% | +30.0% |
| All | +12.7% | +35.2% | -22.4% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling