+43.4%
DLTR vs AME
+445.1%
-401.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.8% |
| 7D | -10.1% | +1.7% | -11.8% | -10.8% |
| 30D | -8.1% | -6.4% | -1.7% | -5.6% |
| 3M | +2.9% | +7.1% | -4.2% | -0.6% |
| 6M | +4.3% | +8.2% | -3.8% | +0.2% |
| YTD | -3.9% | +18.2% | -22.1% | -11.4% |
| 1Y | +18.9% | +26.7% | -7.9% | +6.1% |
| 3Y | +1.9% | +60.7% | -58.8% | -19.8% |
| 5Y | +31.0% | +91.6% | -60.6% | -5.6% |
| All | +43.4% | +445.1% | -401.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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