+6.9%
DLTR vs APD
+10.0%
-3.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.4% |
| 7D | -5.8% | -2.5% | -3.3% | -5.4% |
| 30D | -5.2% | -1.9% | -3.4% | -4.9% |
| 3M | +15.2% | +8.2% | +6.9% | +13.4% |
| 6M | +7.1% | +10.7% | -3.6% | +4.4% |
| YTD | +0.8% | +22.9% | -22.1% | -4.1% |
| 1Y | +24.8% | +5.8% | +19.0% | +22.7% |
| 3Y | +6.9% | +7.8% | -0.9% | +5.0% |
| All | +6.9% | +10.0% | -3.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling