+527.5%
APP vs DLTR
+19.0%
+508.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.3% |
| 7D | +4.6% | +5.3% | -0.7% | +3.7% |
| 30D | +56.0% | +13.4% | +42.6% | +51.8% |
| 3M | +30.8% | +6.6% | +24.2% | +28.4% |
| 6M | -9.8% | +59.1% | -68.9% | -17.9% |
| YTD | -39.3% | +12.3% | -51.5% | -41.7% |
| 1Y | -26.4% | +33.9% | -60.3% | -31.8% |
| 3Y | +887.9% | +23.0% | +864.9% | +815.1% |
| 5Y | +264.1% | +22.1% | +242.0% | +270.1% |
| All | +527.5% | +19.0% | +508.4% | +568.8% |
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 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