+900.6%
DLTR vs ACM
+252.1%
+648.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | +5.3% | +5.6% | -0.3% | +3.8% |
| 30D | +13.4% | +20.8% | -7.4% | +8.2% |
| 3M | +6.6% | +11.4% | -4.8% | +3.6% |
| 6M | +59.1% | +0.9% | +58.1% | +57.7% |
| YTD | +12.3% | -24.8% | +37.1% | +19.0% |
| 1Y | +33.9% | -46.4% | +80.3% | +54.7% |
| 3Y | +23.0% | -9.2% | +32.2% | +23.0% |
| 5Y | +22.1% | +5.0% | +17.1% | +17.2% |
| 10Y | +77.5% | +130.6% | -53.1% | +34.8% |
| All | +900.6% | +252.1% | +648.5% | +501.0% |
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