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  • AMAT vs DLTR✓SelectedUSD · DLTRAMAT vs DLTR performance historyLatest closeAs of+4.31%09/04
Stock and ETF performance explorer

AMAT vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+20,898.5%
DLTR return
+11,640.8%
Excess return
+9,257.7%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+4.3%+0.3%+4.0%+4.2%
7D-1.5%+2.5%-4.0%-2.2%
30D-14.8%+2.1%-16.9%-15.4%
3M-9.3%+20.3%-29.5%-14.2%
6M+27.4%+11.5%+15.9%+21.5%
YTD+77.6%+6.8%+70.7%+70.9%
1Y+188.9%+31.1%+157.9%+162.2%
3Y+202.3%+10.7%+191.6%+175.4%
5Y+248.9%+41.6%+207.3%+188.8%
10Y+1,585.2%+58.1%+1,527.1%+1,203.5%
All+20,898.5%+11,640.8%+9,257.7%+6,839.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling