-20.9%
DLTR vs BAM
+67.8%
-88.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.0% |
| 7D | -10.2% | -3.9% | -6.3% | -9.3% |
| 30D | -8.5% | -8.8% | +0.3% | -6.6% |
| 3M | +5.6% | +2.2% | +3.4% | +4.7% |
| 6M | +2.2% | +5.9% | -3.7% | +0.3% |
| YTD | -3.8% | -6.1% | +2.4% | -3.1% |
| 1Y | +22.9% | -11.6% | +34.6% | +25.4% |
| 3Y | +2.0% | +51.7% | -49.6% | -10.0% |
| All | -20.9% | +67.8% | -88.8% | -31.4% |
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