+16.0%
AA vs TAP
+4.4%
+11.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | +3.2% |
| 7D | +0.9% | +9.9% | -9.0% | +2.5% |
| 30D | -6.4% | +18.1% | -24.6% | -4.0% |
| 3M | -13.0% | +3.2% | -16.2% | -12.5% |
| 6M | -34.6% | +8.4% | -43.1% | -33.6% |
| YTD | -23.0% | -4.4% | -18.6% | -20.9% |
| 1Y | +16.0% | +3.2% | +12.7% | +19.8% |
| All | +16.0% | +4.4% | +11.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling