+336.8%
AVGO vs DLTR
+1.4%
+335.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.1% | -10.1% | +11.2% | +2.1% |
| 30D | -13.0% | -8.1% | -4.9% | -12.4% |
| 3M | -6.0% | +2.9% | -8.8% | -6.7% |
| 6M | +6.4% | +4.3% | +2.0% | +5.0% |
| YTD | +5.0% | -3.9% | +8.9% | +4.6% |
| 1Y | +1.4% | +18.9% | -17.5% | -1.9% |
| 3Y | +336.8% | +1.9% | +334.9% | +332.8% |
| All | +336.8% | +1.4% | +335.4% | +332.8% |
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