+23.2%
APD vs TAP
-9.9%
+33.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.2% | -4.5% | +4.3% | +0.2% |
| 30D | +11.0% | +7.5% | +3.5% | +10.6% |
| 3M | +1.3% | -4.9% | +6.2% | +1.8% |
| 6M | +6.4% | -3.5% | +9.8% | +6.7% |
| YTD | +28.9% | -11.4% | +40.3% | +31.4% |
| 1Y | +23.2% | -10.8% | +34.0% | +25.0% |
| All | +23.2% | -9.9% | +33.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling