+6.1%
APA vs DLTR
+76.3%
-70.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | +8.5% | +5.3% | +3.2% | +7.5% |
| 30D | +2.8% | +13.4% | -10.6% | -0.1% |
| 3M | +21.7% | +6.6% | +15.1% | +19.3% |
| 6M | +32.6% | +59.1% | -26.5% | +18.7% |
| YTD | +103.7% | +12.3% | +91.5% | +95.0% |
| 1Y | +101.8% | +33.9% | +67.9% | +85.0% |
| 3Y | +48.1% | +23.0% | +25.1% | +33.4% |
| 5Y | +91.9% | +22.1% | +69.8% | +71.0% |
| All | +6.1% | +76.3% | -70.1% | -10.7% |
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