+640.8%
APP vs DLTR
+6.7%
+634.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -2.3% |
| 7D | +0.1% | -5.8% | +5.9% | +0.5% |
| 30D | -10.0% | -5.2% | -4.8% | -9.7% |
| 3M | -44.6% | +15.2% | -59.8% | -45.3% |
| 6M | -37.9% | +7.1% | -45.0% | -38.7% |
| YTD | -53.7% | +0.8% | -54.5% | -54.3% |
| 1Y | -43.0% | +24.8% | -67.8% | -44.5% |
| 3Y | +640.8% | +6.9% | +633.9% | +617.0% |
| All | +640.8% | +6.7% | +634.1% | +617.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling