+269.3%
APLD vs DLTR
-14.7%
+284.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.0% |
| 7D | +7.8% | -2.8% | +10.6% | +8.7% |
| 30D | -23.0% | +21.5% | -44.5% | -27.2% |
| 3M | -39.7% | +11.6% | -51.3% | -42.0% |
| 6M | -59.8% | +58.7% | -118.6% | -65.9% |
| YTD | -27.0% | +16.2% | -43.1% | -31.6% |
| 1Y | -37.3% | +34.8% | -72.1% | -44.0% |
| 3Y | +281.9% | +25.3% | +256.6% | +214.4% |
| All | +269.3% | -14.7% | +284.0% | +225.6% |
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