+506.6%
APP vs DLTR
+21.4%
+485.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.2% | -3.9% |
| 7D | +61.1% | +5.0% | +56.1% | +59.1% |
| 30D | +42.8% | +18.7% | +24.1% | +37.8% |
| 3M | +16.7% | +8.9% | +7.8% | +14.1% |
| 6M | -15.6% | +49.4% | -65.0% | -22.3% |
| YTD | -41.3% | +14.5% | -55.8% | -43.8% |
| 1Y | -39.3% | +32.5% | -71.8% | -43.5% |
| 3Y | +803.2% | +23.4% | +779.7% | +738.8% |
| 5Y | +313.2% | +26.2% | +287.0% | +318.2% |
| All | +506.6% | +21.4% | +485.2% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling