+5,927.3%
APD vs TAP
+825.0%
+5,102.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | +2.1% | -2.1% | +4.2% | +2.5% |
| 3M | +7.2% | +6.6% | +0.6% | +5.5% |
| 6M | +11.2% | -11.5% | +22.7% | +13.6% |
| YTD | +24.4% | -10.3% | +34.7% | +26.4% |
| 1Y | +6.7% | -14.4% | +21.1% | +9.2% |
| 3Y | +9.2% | -28.3% | +37.5% | +15.3% |
| 5Y | +27.4% | +1.7% | +25.6% | +23.5% |
| 10Y | +164.8% | -49.2% | +214.0% | +184.5% |
| All | +5,927.3% | +825.0% | +5,102.3% | +3,882.5% |
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