+27.2%
APA vs TAP
-23.7%
+50.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.4% |
| 7D | -15.5% | +0.5% | -16.0% | -15.9% |
| 30D | +2.4% | +9.1% | -6.8% | 0.0% |
| 3M | +22.8% | -3.8% | +26.6% | +23.0% |
| 6M | +17.9% | -3.4% | +21.4% | +17.9% |
| YTD | +87.7% | -10.6% | +98.3% | +91.1% |
| 1Y | +94.2% | -4.4% | +98.6% | +94.1% |
| 3Y | +27.2% | -24.4% | +51.6% | +31.8% |
| All | +27.2% | -23.7% | +50.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling