+1,315.3%
AMAT vs DLTR
+88.8%
+1,226.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.6% | +6.7% | +10.2% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -26.9% | +15.7% | -42.6% | -29.9% |
| 3M | -31.2% | +4.8% | -36.0% | -32.6% |
| 6M | -14.7% | +45.6% | -60.3% | -24.9% |
| YTD | +44.7% | +11.6% | +33.1% | +36.8% |
| 1Y | +62.0% | +29.8% | +32.2% | +46.0% |
| 3Y | +165.0% | +20.8% | +144.2% | +133.5% |
| 5Y | +147.1% | +23.5% | +123.6% | +109.3% |
| 10Y | +1,315.3% | +80.5% | +1,234.8% | +917.7% |
| All | +1,315.3% | +88.8% | +1,226.5% | +917.7% |
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