+1,665.8%
AMAT vs DLTR
+50.3%
+1,615.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +5.5% |
| 7D | +7.0% | -5.8% | +12.8% | +8.6% |
| 30D | -12.2% | -5.2% | -7.0% | -11.2% |
| 3M | -3.8% | +15.2% | -19.0% | -8.5% |
| 6M | +45.9% | +7.1% | +38.8% | +40.3% |
| YTD | +84.6% | +0.8% | +83.8% | +80.2% |
| 1Y | +193.4% | +24.8% | +168.6% | +167.4% |
| 3Y | +228.1% | +6.9% | +221.2% | +200.2% |
| 5Y | +268.9% | +33.2% | +235.7% | +200.3% |
| 10Y | +1,665.8% | +51.6% | +1,614.2% | +1,227.3% |
| All | +1,665.8% | +50.3% | +1,615.5% | +1,227.3% |
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 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