+930.0%
APH vs TAP
-46.0%
+976.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -5.0% | -2.4% |
| 7D | +4.9% | +1.3% | +3.6% | +4.6% |
| 30D | -5.4% | +5.7% | -11.1% | -6.9% |
| 3M | -5.5% | -1.9% | -3.5% | -5.7% |
| 6M | +25.9% | +0.9% | +25.0% | +24.1% |
| YTD | +16.4% | -9.5% | +25.9% | +17.0% |
| 1Y | +16.5% | -9.0% | +25.4% | +16.8% |
| 3Y | +270.9% | -22.2% | +293.1% | +278.9% |
| 5Y | +289.5% | +1.2% | +288.3% | +258.3% |
| All | +930.0% | -46.0% | +976.0% | +883.3% |
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