+483.7%
APLD vs DLTR
-25.9%
+509.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.6% | +13.0% | +8.9% |
| 7D | +16.6% | -5.8% | +22.4% | +18.3% |
| 30D | -3.1% | -5.2% | +2.1% | -2.2% |
| 3M | -30.9% | +15.2% | -46.0% | -34.7% |
| 6M | +12.6% | +7.1% | +5.5% | +8.0% |
| YTD | +15.5% | +0.8% | +14.6% | +12.7% |
| 1Y | +103.5% | +24.8% | +78.7% | +85.5% |
| 3Y | +446.5% | +6.9% | +439.6% | +372.0% |
| All | +483.7% | -25.9% | +509.7% | +436.9% |
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 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