+17.8%
DLTR vs AMRZ
-19.2%
+37.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -3.9% |
| 7D | -10.2% | -4.7% | -5.6% | -8.9% |
| 30D | -8.5% | -11.3% | +2.8% | -5.4% |
| 3M | +5.6% | -22.1% | +27.6% | +12.7% |
| 6M | +2.2% | -29.6% | +31.8% | +11.9% |
| YTD | -3.8% | -23.3% | +19.5% | +2.8% |
| 1Y | +22.9% | -23.7% | +46.7% | +28.5% |
| All | +17.8% | -19.2% | +37.0% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling