+358.8%
APP vs DLTR
+34.4%
+324.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.7% |
| 7D | +0.1% | -5.8% | +5.9% | +1.2% |
| 30D | -10.0% | -5.2% | -4.8% | -9.3% |
| 3M | -44.6% | +15.2% | -59.8% | -46.3% |
| 6M | -37.9% | +7.1% | -45.0% | -39.2% |
| YTD | -53.7% | +0.8% | -54.5% | -54.4% |
| 1Y | -43.0% | +24.8% | -67.8% | -46.4% |
| 3Y | +640.8% | +6.9% | +633.9% | +611.3% |
| 5Y | +358.8% | +33.2% | +325.6% | +385.3% |
| All | +358.8% | +34.4% | +324.5% | +385.3% |
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 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