+229.3%
APLD vs DLTR
-17.6%
+246.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.2% |
| 7D | +2.7% | +5.3% | -2.6% | +1.6% |
| 30D | -21.4% | +13.4% | -34.8% | -24.3% |
| 3M | -47.8% | +6.6% | -54.4% | -49.2% |
| 6M | -64.9% | +59.1% | -124.0% | -70.2% |
| YTD | -34.9% | +12.3% | -47.1% | -38.5% |
| 1Y | -30.7% | +33.9% | -64.6% | -38.1% |
| 3Y | +305.3% | +23.0% | +282.3% | +234.3% |
| All | +229.3% | -17.6% | +246.8% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling