-3.7%
APA vs DLTR
+45.3%
-49.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +4.6% | -10.1% | +14.7% | +6.6% |
| 30D | +11.9% | -8.1% | +20.0% | +13.5% |
| 3M | +22.5% | +2.9% | +19.6% | +21.2% |
| 6M | +37.5% | +4.3% | +33.2% | +34.2% |
| YTD | +87.2% | -3.9% | +91.1% | +85.6% |
| 1Y | +101.4% | +18.9% | +82.5% | +88.9% |
| 3Y | +16.9% | +1.9% | +15.0% | +9.9% |
| 5Y | +178.4% | +31.0% | +147.5% | +143.1% |
| All | -3.7% | +45.3% | -49.0% | -20.1% |
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