+188.9%
AMAT vs DLTR
+29.2%
+159.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | -14.8% | +2.1% | -16.9% | -14.9% |
| 3M | -9.3% | +20.3% | -29.5% | -11.3% |
| 6M | +27.4% | +11.5% | +15.9% | +27.2% |
| YTD | +77.6% | +6.8% | +70.7% | +78.9% |
| 1Y | +188.9% | +31.1% | +157.9% | +164.3% |
| All | +188.9% | +29.2% | +159.7% | +164.3% |
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