+2,770.9%
AVGO vs DLTR
+45.3%
+2,725.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.1% | -10.1% | +11.2% | +3.4% |
| 30D | -13.0% | -8.1% | -4.9% | -11.6% |
| 3M | -6.0% | +2.9% | -8.8% | -7.2% |
| 6M | +6.4% | +4.3% | +2.0% | +3.9% |
| YTD | +5.0% | -3.9% | +8.9% | +4.2% |
| 1Y | +1.4% | +18.9% | -17.5% | -4.7% |
| 3Y | +336.8% | +1.9% | +334.9% | +312.6% |
| 5Y | +698.2% | +31.0% | +667.2% | +569.6% |
| All | +2,770.9% | +45.3% | +2,725.7% | +2,174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling