-8.3%
DLTR vs BAM
+90.5%
-98.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.0% |
| 7D | -1.0% | +5.3% | -6.3% | -2.2% |
| 30D | +15.7% | +18.1% | -2.4% | +11.0% |
| 3M | +4.8% | +4.2% | +0.6% | +3.5% |
| 6M | +45.6% | +11.1% | +34.5% | +41.3% |
| YTD | +11.6% | +6.6% | +5.0% | +8.9% |
| 1Y | +29.8% | +6.2% | +23.6% | +26.7% |
| 3Y | +20.8% | +95.0% | -74.2% | +1.2% |
| All | -8.3% | +90.5% | -98.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling