+32.4%
DLTR vs APD
+22.2%
+10.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -10.1% | -3.3% | -6.8% | -9.4% |
| 30D | -8.1% | -4.2% | -4.0% | -7.2% |
| 3M | +2.9% | +5.4% | -2.6% | +1.4% |
| 6M | +4.3% | +6.3% | -1.9% | +2.2% |
| YTD | -3.9% | +20.3% | -24.3% | -9.1% |
| 1Y | +18.9% | +1.6% | +17.3% | +17.5% |
| 3Y | +1.9% | +4.0% | -2.1% | -0.5% |
| All | +32.4% | +22.2% | +10.1% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling