+43.4%
DLTR vs APD
+166.7%
-123.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | -10.1% | -3.3% | -6.8% | -9.0% |
| 30D | -8.1% | -4.2% | -4.0% | -6.7% |
| 3M | +2.9% | +5.4% | -2.6% | +0.6% |
| 6M | +4.3% | +6.3% | -1.9% | +1.2% |
| YTD | -3.9% | +20.3% | -24.3% | -11.2% |
| 1Y | +18.9% | +1.6% | +17.3% | +16.6% |
| 3Y | +1.9% | +4.0% | -2.1% | -3.1% |
| 5Y | +31.0% | +23.3% | +7.7% | +12.5% |
| All | +43.4% | +166.7% | -123.2% | -22.3% |
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