+11.0%
DLTR vs AMDL
+145.7%
-134.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.9% | -13.0% | -1.4% |
| 7D | +2.4% | +103.5% | -101.1% | +0.9% |
| 30D | +21.5% | -18.3% | +39.8% | +21.4% |
| 3M | +9.8% | +20.1% | -10.2% | +8.5% |
| 6M | +58.6% | +15.9% | +42.7% | +55.2% |
| YTD | +14.8% | +303.0% | -288.2% | +6.4% |
| 1Y | +33.0% | +164.0% | -130.9% | +25.0% |
| All | +11.0% | +145.7% | -134.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling