+193.4%
AMAT vs DLTR
+22.8%
+170.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.2% |
| 7D | +7.0% | -5.8% | +12.8% | +7.2% |
| 30D | -12.2% | -5.2% | -7.0% | -12.1% |
| 3M | -3.8% | +15.2% | -19.0% | -6.0% |
| 6M | +45.9% | +7.1% | +38.8% | +45.3% |
| YTD | +84.6% | +0.8% | +83.8% | +86.3% |
| 1Y | +193.4% | +24.8% | +168.6% | +166.7% |
| All | +193.4% | +22.8% | +170.6% | +166.7% |
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 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