+2.1%
DLTR vs ARMK
+121.1%
-119.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -10.2% | +0.3% | -10.6% | -10.3% |
| 30D | -8.5% | +2.4% | -10.8% | -9.1% |
| 3M | +5.6% | +6.1% | -0.5% | +3.9% |
| 6M | +2.2% | +41.8% | -39.6% | -6.3% |
| YTD | -3.8% | +55.5% | -59.3% | -13.8% |
| 1Y | +22.9% | +49.6% | -26.6% | +11.0% |
| All | +2.1% | +121.1% | -119.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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