+868.4%
APH vs TTD
+345.6%
+522.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.2% | -8.9% |
| 7D | -12.7% | -1.9% | -10.8% | -12.5% |
| 30D | -19.2% | +7.5% | -26.6% | -20.1% |
| 3M | -16.7% | -32.4% | +15.8% | -12.7% |
| 6M | +5.1% | -47.9% | +53.1% | +13.7% |
| YTD | +6.6% | -66.3% | +72.8% | +21.8% |
| 1Y | +3.9% | -73.1% | +77.0% | +22.8% |
| 3Y | +246.0% | -83.8% | +329.8% | +316.5% |
| 5Y | +268.0% | -81.3% | +349.3% | +306.0% |
| 10Y | +868.2% | +436.7% | +431.6% | +659.8% |
| All | +868.4% | +345.6% | +522.8% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling