+80.3%
DLTR vs APD
+191.6%
-111.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | +2.4% | +2.2% | +0.2% | +1.7% |
| 30D | +21.5% | +9.4% | +12.1% | +18.0% |
| 3M | +9.8% | +4.7% | +5.2% | +8.2% |
| 6M | +58.6% | +5.5% | +53.2% | +55.2% |
| YTD | +14.8% | +31.4% | -16.6% | +3.1% |
| 1Y | +33.0% | +24.1% | +8.9% | +21.8% |
| 3Y | +23.8% | +28.8% | -4.9% | +9.1% |
| 5Y | +24.9% | +15.8% | +9.2% | +12.1% |
| All | +80.3% | +191.6% | -111.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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