+185.0%
APD vs TAP
-48.8%
+233.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.2% | -4.5% | +4.3% | +1.1% |
| 30D | +11.0% | +7.5% | +3.5% | +8.6% |
| 3M | +2.0% | -4.9% | +6.9% | +3.1% |
| 6M | +7.1% | -3.5% | +10.5% | +7.4% |
| YTD | +29.8% | -11.4% | +41.2% | +32.8% |
| 1Y | +24.0% | -10.8% | +34.8% | +26.4% |
| 3Y | +27.2% | -24.5% | +51.6% | +34.6% |
| 5Y | +12.8% | +2.5% | +10.3% | +6.3% |
| 10Y | +185.0% | -47.6% | +232.6% | +183.0% |
| All | +185.0% | -48.8% | +233.9% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling