+18.9%
DLTR vs ACM
-48.8%
+67.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -10.1% | -4.6% | -5.5% | -9.6% |
| 30D | -8.1% | +4.1% | -12.2% | -8.6% |
| 3M | +2.9% | -8.3% | +11.2% | +3.8% |
| 6M | +4.3% | -30.1% | +34.4% | +8.7% |
| YTD | -3.9% | -32.6% | +28.7% | -0.6% |
| 1Y | +18.9% | -49.6% | +68.5% | +31.1% |
| All | +18.9% | -48.8% | +67.7% | +31.1% |
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