+147.1%
AMAT vs DLTR
+12.1%
+135.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.3% |
| 7D | +11.4% | +5.3% | +6.1% | +10.3% |
| 30D | -17.0% | +13.4% | -30.4% | -19.2% |
| 3M | -30.6% | +6.6% | -37.2% | -31.8% |
| 6M | -14.9% | +59.1% | -74.0% | -24.8% |
| YTD | +44.7% | +12.3% | +32.4% | +38.8% |
| 1Y | +66.9% | +33.9% | +33.0% | +52.6% |
| 3Y | +153.3% | +23.0% | +130.3% | +128.5% |
| All | +147.1% | +12.1% | +135.0% | +127.5% |
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