+951.3%
APH vs TAP
-49.5%
+1,000.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.4% | +8.4% |
| 7D | +1.1% | -7.8% | +8.9% | +2.5% |
| 30D | -7.5% | +7.1% | -14.6% | -9.2% |
| 3M | -4.4% | -7.0% | +2.6% | -3.6% |
| 6M | +26.5% | -3.8% | +30.3% | +26.0% |
| YTD | +20.0% | -11.7% | +31.8% | +21.2% |
| 1Y | +16.9% | -10.1% | +27.0% | +17.3% |
| 3Y | +288.5% | -23.7% | +312.2% | +298.2% |
| 5Y | +310.3% | +2.9% | +307.4% | +274.2% |
| 10Y | +951.3% | -49.5% | +1,000.8% | +934.2% |
| All | +951.3% | -49.5% | +1,000.8% | +934.2% |
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