+942.0%
APA vs TAP
+806.5%
+135.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +5.1% | -8.0% | +13.1% | +7.4% |
| 30D | +0.3% | +4.1% | -3.8% | -1.3% |
| 3M | +15.6% | -4.4% | +20.0% | +16.3% |
| 6M | +28.9% | -1.9% | +30.8% | +28.3% |
| YTD | +96.6% | -12.1% | +108.6% | +100.8% |
| 1Y | +95.5% | -12.0% | +107.6% | +99.6% |
| 3Y | +41.8% | -25.0% | +66.8% | +49.5% |
| 5Y | +85.4% | -1.1% | +86.5% | +79.3% |
| 10Y | +4.5% | -47.6% | +52.2% | +16.2% |
| All | +942.0% | +806.5% | +135.5% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling