+955.2%
APH vs TD
+303.3%
+651.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.0% | -0.7% | -4.3% | -4.5% |
| 30D | -8.4% | +7.6% | -16.0% | -12.5% |
| 3M | -4.5% | +3.0% | -7.5% | -6.3% |
| 6M | +25.3% | +16.8% | +8.4% | +13.6% |
| YTD | +18.9% | +34.3% | -15.4% | -0.8% |
| 1Y | +11.9% | +56.0% | -44.0% | -14.7% |
| 3Y | +278.0% | +132.4% | +145.6% | +122.1% |
| 5Y | +306.4% | +103.7% | +202.8% | +156.4% |
| 10Y | +955.2% | +299.2% | +656.0% | +371.2% |
| All | +955.2% | +303.3% | +651.9% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling