+367.9%
APP vs DLTR
+2.1%
+365.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.4% |
| 7D | -4.4% | -10.2% | +5.9% | -2.6% |
| 30D | -10.0% | -8.5% | -1.5% | -8.7% |
| 3M | -41.4% | +5.6% | -47.0% | -42.2% |
| 6M | -41.0% | +2.2% | -43.2% | -41.8% |
| YTD | -54.7% | -3.8% | -51.0% | -55.1% |
| 1Y | -45.3% | +22.9% | -68.3% | -48.4% |
| 3Y | +624.3% | +2.0% | +622.2% | +600.8% |
| 5Y | +329.1% | +29.8% | +299.3% | +343.7% |
| All | +367.9% | +2.1% | +365.8% | +415.6% |
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