-18.4%
APTV vs DLTR
+45.3%
-63.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -5.0% | -10.1% | +5.1% | -1.6% |
| 30D | -6.1% | -8.1% | +2.1% | -3.4% |
| 3M | -33.0% | +2.9% | -35.8% | -33.9% |
| 6M | -35.2% | +4.3% | -39.6% | -36.9% |
| YTD | -40.1% | -3.9% | -36.2% | -40.3% |
| 1Y | -45.6% | +18.9% | -64.5% | -49.7% |
| 3Y | -54.4% | +1.9% | -56.3% | -57.6% |
| 5Y | -68.9% | +31.0% | -99.9% | -75.0% |
| All | -18.4% | +45.3% | -63.7% | -42.1% |
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