+216.5%
AZN vs DLTR
+45.3%
+171.2%
-27.9%
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 | -1.6% | -10.1% | +8.5% | -0.6% |
| 30D | +1.1% | -8.1% | +9.2% | +1.8% |
| 3M | -12.1% | +2.9% | -15.0% | -12.4% |
| 6M | -17.1% | +4.3% | -21.5% | -17.7% |
| YTD | -12.0% | -3.9% | -8.0% | -12.0% |
| 1Y | -0.2% | +18.9% | -19.1% | -2.2% |
| 3Y | +26.8% | +1.9% | +24.9% | +24.6% |
| 5Y | +56.9% | +31.0% | +25.9% | +46.1% |
| All | +216.5% | +45.3% | +171.2% | +185.4% |
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