+2.1%
DLTR vs ACM
-22.3%
+24.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.8% |
| 7D | -10.2% | -3.7% | -6.6% | -9.4% |
| 30D | -8.5% | -12.7% | +4.2% | -5.7% |
| 3M | +5.6% | -9.8% | +15.4% | +7.7% |
| 6M | +2.2% | -31.4% | +33.6% | +11.9% |
| YTD | -3.8% | -32.1% | +28.3% | +4.7% |
| 1Y | +22.9% | -47.8% | +70.7% | +46.0% |
| All | +2.1% | -22.3% | +24.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling