+29.8%
DLTR vs ACM
+2.7%
+27.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.6% |
| 7D | -10.2% | -3.7% | -6.6% | -9.2% |
| 30D | -8.5% | -12.7% | +4.2% | -4.8% |
| 3M | +5.6% | -9.8% | +15.4% | +8.4% |
| 6M | +2.2% | -31.4% | +33.6% | +14.8% |
| YTD | -3.8% | -32.1% | +28.3% | +7.5% |
| 1Y | +22.9% | -47.8% | +70.7% | +51.9% |
| 3Y | +2.0% | -22.1% | +24.1% | +4.0% |
| 5Y | +29.8% | +1.8% | +28.0% | +19.1% |
| All | +29.8% | +2.7% | +27.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling