+431.5%
APLD vs DLTR
-29.2%
+460.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -0.5% | -9.4% | +8.9% | +2.0% |
| 30D | -13.2% | -7.3% | -5.8% | -11.8% |
| 3M | -33.8% | +7.6% | -41.3% | -36.2% |
| 6M | -5.9% | +1.6% | -7.5% | -8.4% |
| YTD | +5.1% | -3.5% | +8.7% | +3.9% |
| 1Y | +51.8% | +20.0% | +31.8% | +39.9% |
| 3Y | +397.7% | +2.3% | +395.4% | +335.1% |
| All | +431.5% | -29.2% | +460.7% | +394.9% |
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