+348.0%
AMD vs DLTR
+11.8%
+336.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | -0.9% | +2.1% | -3.0% | -1.3% |
| 3M | -8.7% | +20.3% | -29.0% | -11.5% |
| 6M | +136.3% | +11.5% | +124.8% | +130.4% |
| YTD | +123.0% | +6.8% | +116.2% | +118.3% |
| 1Y | +195.2% | +31.1% | +164.1% | +180.3% |
| All | +348.0% | +11.8% | +336.3% | +356.9% |
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 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