-4.6%
DLTR vs BAM
+84.8%
-89.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | +21.5% | +14.7% | +6.8% | +17.5% |
| 3M | +11.6% | -4.1% | +15.7% | +12.6% |
| 6M | +58.7% | +9.6% | +49.2% | +54.6% |
| YTD | +16.2% | +3.4% | +12.8% | +14.3% |
| 1Y | +34.8% | +1.0% | +33.8% | +33.3% |
| 3Y | +25.3% | +88.2% | -62.9% | +5.9% |
| All | -4.6% | +84.8% | -89.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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