+270.9%
APH vs TTD
-75.6%
+346.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +4.9% | +21.3% | -16.4% | +2.3% |
| 30D | -5.4% | +28.7% | -34.1% | -8.5% |
| 3M | -5.5% | +7.7% | -13.2% | -6.7% |
| 6M | +25.9% | -23.5% | +49.4% | +28.7% |
| YTD | +16.4% | -58.7% | +75.1% | +29.8% |
| 1Y | +16.5% | -63.4% | +79.9% | +32.6% |
| 3Y | +270.9% | -75.3% | +346.1% | +306.0% |
| All | +270.9% | -75.6% | +346.4% | +306.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling