+32,355.3%
AVGO vs DLTR
+711.2%
+31,644.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +4.4% |
| 7D | -0.3% | -5.8% | +5.5% | +1.1% |
| 30D | -13.8% | -5.2% | -8.6% | -12.9% |
| 3M | -6.9% | +15.2% | -22.1% | -11.0% |
| 6M | +11.9% | +7.1% | +4.8% | +8.2% |
| YTD | +6.9% | +0.8% | +6.0% | +4.7% |
| 1Y | +7.4% | +24.8% | -17.4% | -1.3% |
| 3Y | +345.6% | +6.9% | +338.7% | +309.9% |
| 5Y | +718.9% | +33.2% | +685.6% | +567.4% |
| 10Y | +2,755.4% | +51.6% | +2,703.8% | +1,950.3% |
| All | +32,355.3% | +711.2% | +31,644.1% | +12,442.9% |
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