+355.9%
APH vs TTD
-81.6%
+437.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.5% |
| 7D | +5.0% | +6.3% | -1.4% | +3.9% |
| 30D | -3.9% | -23.9% | +20.0% | -0.5% |
| 3M | +13.0% | -31.4% | +44.4% | +18.4% |
| 6M | +25.2% | -42.7% | +67.8% | +33.8% |
| YTD | +22.9% | -62.0% | +84.9% | +39.9% |
| 1Y | +47.8% | -72.2% | +120.0% | +76.4% |
| 3Y | +283.0% | -81.9% | +365.0% | +357.6% |
| All | +355.9% | -81.6% | +437.5% | +406.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling