+90.9%
APA vs TAP
+0.6%
+90.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.8% |
| 7D | +8.5% | +1.3% | +7.3% | +8.2% |
| 30D | +2.8% | +5.7% | -2.9% | +0.6% |
| 3M | +21.7% | -1.9% | +23.6% | +21.5% |
| 6M | +32.6% | +0.9% | +31.7% | +30.8% |
| YTD | +103.7% | -9.5% | +113.2% | +107.3% |
| 1Y | +101.8% | -9.0% | +110.8% | +104.7% |
| 3Y | +48.1% | -22.2% | +70.3% | +56.9% |
| All | +90.9% | +0.6% | +90.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling