+142.7%
AMAT vs DLTR
+12.7%
+129.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +4.7% |
| 7D | -14.7% | -2.0% | -12.7% | -14.5% |
| 30D | -36.1% | +12.8% | -48.9% | -37.0% |
| 3M | -36.9% | +1.1% | -38.0% | -37.0% |
| 6M | -22.2% | +35.9% | -58.1% | -26.6% |
| YTD | +29.9% | +6.6% | +23.3% | +27.8% |
| 1Y | +43.3% | +28.6% | +14.7% | +35.8% |
| 3Y | +142.7% | +14.0% | +128.6% | +123.0% |
| All | +142.7% | +12.7% | +129.9% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling