-7.0%
DLTR vs AMDL
+131.0%
-137.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.0% | -10.6% | -4.7% |
| 7D | -10.2% | +29.0% | -39.2% | -10.9% |
| 30D | -8.5% | +19.1% | -27.6% | -9.0% |
| 3M | +5.6% | +1.8% | +3.8% | +4.5% |
| 6M | +2.2% | +374.4% | -372.2% | -4.5% |
| YTD | -3.8% | +278.9% | -282.7% | -10.1% |
| 1Y | +22.9% | +510.6% | -487.6% | +12.2% |
| All | -7.0% | +131.0% | -137.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling