+154.8%
APA vs TAP
+2.2%
+152.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +0.5% | -2.3% | +2.9% | +1.2% |
| 30D | +23.4% | -2.1% | +25.5% | +24.0% |
| 3M | +12.7% | +6.6% | +6.1% | +9.6% |
| 6M | +39.4% | -11.5% | +50.9% | +44.4% |
| YTD | +79.0% | -10.3% | +89.2% | +83.9% |
| 1Y | +88.8% | -14.4% | +103.2% | +96.8% |
| 3Y | +6.4% | -28.3% | +34.6% | +17.4% |
| All | +154.8% | +2.2% | +152.6% | +104.7% |
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