+282.2%
APH vs TTD
-84.7%
+366.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.0% |
| 7D | -5.9% | +5.2% | -11.1% | -6.6% |
| 30D | -14.8% | +6.9% | -21.8% | -15.8% |
| 3M | -12.4% | -26.8% | +14.4% | -9.0% |
| 6M | +8.1% | -46.1% | +54.2% | +17.3% |
| YTD | +10.9% | -65.9% | +76.9% | +28.8% |
| 1Y | +8.8% | -71.8% | +80.6% | +30.4% |
| 3Y | +262.1% | -83.3% | +345.4% | +339.9% |
| All | +282.2% | -84.7% | +366.8% | +337.5% |
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