+1.9%
DLTR vs AMCR
+6.5%
-4.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -10.1% | -6.3% | -3.8% | -7.9% |
| 30D | -8.1% | -7.8% | -0.3% | -5.4% |
| 3M | +2.9% | +7.5% | -4.7% | 0.0% |
| 6M | +4.3% | +2.7% | +1.7% | +2.7% |
| YTD | -3.9% | +6.0% | -10.0% | -6.8% |
| 1Y | +18.9% | +7.8% | +11.1% | +14.6% |
| 3Y | +1.9% | +5.8% | -3.9% | -5.0% |
| All | +1.9% | +6.5% | -4.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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