+44.0%
DLTR vs ACM
-46.6%
+90.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +9.2% |
| 7D | +15.6% | +9.5% | +6.1% | +14.2% |
| 30D | +29.9% | +14.7% | +15.1% | +27.6% |
| 3M | +12.5% | -9.5% | +22.0% | +13.2% |
| 6M | +56.3% | -18.0% | +74.3% | +58.8% |
| YTD | +19.5% | -27.3% | +46.8% | +21.3% |
| 1Y | +44.0% | -47.0% | +91.0% | +60.5% |
| All | +44.0% | -46.6% | +90.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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