+61.4%
AMAT vs DLTR
+45.2%
+16.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.6% | -12.9% | -2.7% |
| 7D | -11.2% | +15.6% | -26.8% | -10.5% |
| 30D | -31.9% | +29.9% | -61.8% | -31.3% |
| 3M | -32.3% | +12.5% | -44.8% | -31.6% |
| 6M | -5.4% | +56.3% | -61.7% | -8.8% |
| YTD | +44.3% | +19.5% | +24.8% | +47.4% |
| 1Y | +61.4% | +44.0% | +17.3% | +49.8% |
| All | +61.4% | +45.2% | +16.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling