+955.2%
APH vs DLTR
+84.2%
+871.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.5% |
| 7D | -5.0% | +5.0% | -10.1% | -6.1% |
| 30D | -8.4% | +18.7% | -27.1% | -12.0% |
| 3M | -4.5% | +8.9% | -13.4% | -6.8% |
| 6M | +25.3% | +49.4% | -24.2% | +13.5% |
| YTD | +18.9% | +14.5% | +4.4% | +13.8% |
| 1Y | +11.9% | +32.5% | -20.6% | +3.6% |
| 3Y | +278.0% | +23.4% | +254.5% | +243.8% |
| 5Y | +306.4% | +26.2% | +280.3% | +256.4% |
| 10Y | +955.2% | +82.4% | +872.8% | +709.0% |
| All | +955.2% | +84.2% | +871.0% | +709.0% |
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