+16.4%
APH vs TTD
-72.7%
+89.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.9% | -9.0% | -6.2% |
| 7D | -2.4% | +3.7% | -6.1% | -2.4% |
| 30D | -9.5% | +10.4% | -19.9% | -9.5% |
| 3M | -7.6% | -31.6% | +24.0% | -6.2% |
| 6M | +12.4% | -45.1% | +57.5% | +16.2% |
| YTD | +17.5% | -65.1% | +82.7% | +24.9% |
| 1Y | +16.4% | -72.0% | +88.4% | +33.9% |
| All | +16.4% | -72.7% | +89.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling