-35.9%
APP vs DLTR
+29.2%
-65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | -23.3% | +2.1% | -25.3% | -23.5% |
| 3M | -42.6% | +20.3% | -62.9% | -43.7% |
| 6M | -33.6% | +11.5% | -45.1% | -37.0% |
| YTD | -52.4% | +6.8% | -59.3% | -54.8% |
| 1Y | -35.9% | +31.1% | -67.0% | -40.3% |
| All | -35.9% | +29.2% | -65.1% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling