+126.7%
AMAT vs DLTR
+20.0%
+106.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +5.1% |
| 7D | -14.7% | -2.0% | -12.7% | -14.4% |
| 30D | -36.1% | +12.8% | -48.9% | -37.7% |
| 3M | -36.9% | +1.1% | -38.0% | -37.4% |
| 6M | -22.2% | +35.9% | -58.1% | -28.6% |
| YTD | +29.9% | +6.6% | +23.3% | +25.9% |
| 1Y | +43.3% | +28.6% | +14.7% | +32.1% |
| 3Y | +142.7% | +14.0% | +128.6% | +123.2% |
| All | +126.7% | +20.0% | +106.7% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling