+17.2%
APA vs DLTR
+1.6%
+15.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.5% | +3.4% |
| 7D | +0.3% | -10.2% | +10.6% | +1.3% |
| 30D | +9.3% | -8.5% | +17.8% | +10.1% |
| 3M | +23.3% | +5.6% | +17.8% | +22.2% |
| 6M | +39.5% | +2.2% | +37.3% | +38.7% |
| YTD | +87.6% | -3.8% | +91.4% | +88.3% |
| 1Y | +114.2% | +22.9% | +91.3% | +103.8% |
| All | +17.2% | +1.6% | +15.6% | +2.4% |
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 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