+852.3%
DLTR vs ACM
+230.8%
+621.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | -3.7% | +6.2% | +3.4% |
| 30D | +2.1% | -11.1% | +13.2% | +4.8% |
| 3M | +20.3% | -8.0% | +28.3% | +22.2% |
| 6M | +11.5% | -29.7% | +41.2% | +20.8% |
| YTD | +6.8% | -29.4% | +36.2% | +15.1% |
| 1Y | +31.1% | -46.4% | +77.5% | +51.3% |
| 3Y | +10.7% | -22.3% | +33.0% | +15.1% |
| 5Y | +41.6% | +4.5% | +37.1% | +35.8% |
| 10Y | +58.1% | +127.6% | -69.5% | +20.4% |
| All | +852.3% | +230.8% | +621.5% | +481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling