+17.6%
DLTR vs AMRZ
-20.1%
+37.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -10.1% | -7.5% | -2.6% | -8.0% |
| 30D | -8.1% | -12.4% | +4.3% | -4.6% |
| 3M | +2.9% | -22.4% | +25.2% | +9.9% |
| 6M | +4.3% | -29.5% | +33.9% | +14.2% |
| YTD | -3.9% | -24.1% | +20.2% | +2.9% |
| 1Y | +18.9% | -26.3% | +45.2% | +24.9% |
| All | +17.6% | -20.1% | +37.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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