+1,362.0%
AMAT vs DLTR
+80.3%
+1,281.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.4% | -3.3% |
| 7D | +19.3% | +2.4% | +16.9% | +18.6% |
| 30D | -17.9% | +21.5% | -39.4% | -22.3% |
| 3M | -30.4% | +9.8% | -40.3% | -32.7% |
| 6M | -11.4% | +58.6% | -70.1% | -23.8% |
| YTD | +48.8% | +14.8% | +33.9% | +39.6% |
| 1Y | +66.0% | +33.0% | +33.0% | +48.8% |
| 3Y | +158.8% | +23.8% | +135.0% | +126.8% |
| 5Y | +153.2% | +24.9% | +128.3% | +114.2% |
| All | +1,362.0% | +80.3% | +1,281.7% | +948.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling