+1,041.3%
APH vs DLTR
+50.3%
+991.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | 0.0% |
| 7D | +0.2% | -5.8% | +6.0% | +1.5% |
| 30D | -3.3% | -5.2% | +1.9% | -2.4% |
| 3M | +14.0% | +15.2% | -1.1% | +10.1% |
| 6M | +24.4% | +7.1% | +17.3% | +21.4% |
| YTD | +21.4% | +0.8% | +20.6% | +19.9% |
| 1Y | +48.9% | +24.8% | +24.1% | +40.0% |
| 3Y | +290.1% | +6.9% | +283.2% | +267.5% |
| 5Y | +352.8% | +33.2% | +319.6% | +289.0% |
| 10Y | +1,041.3% | +51.6% | +989.7% | +806.2% |
| All | +1,041.3% | +50.3% | +991.0% | +806.2% |
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