+955.2%
APH vs TAP
-48.8%
+1,004.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -5.0% | -4.5% | -0.5% | -4.3% |
| 30D | -8.4% | +7.5% | -15.8% | -10.1% |
| 3M | -4.5% | -4.9% | +0.4% | -4.1% |
| 6M | +25.3% | -3.5% | +28.8% | +24.7% |
| YTD | +18.9% | -11.4% | +30.3% | +20.0% |
| 1Y | +11.9% | -10.8% | +22.7% | +12.6% |
| 3Y | +278.0% | -24.5% | +302.4% | +288.7% |
| 5Y | +306.4% | +2.5% | +304.0% | +271.4% |
| 10Y | +955.2% | -47.6% | +1,002.8% | +920.9% |
| All | +955.2% | -48.8% | +1,004.0% | +920.9% |
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