+13.0%
APH vs TAP
-13.1%
+26.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | +11.1% | -6.3% | +17.5% | +8.6% |
| 30D | -7.3% | +2.7% | -10.0% | -6.0% |
| 3M | -6.2% | -3.7% | -2.4% | -6.5% |
| 6M | +24.9% | -2.0% | +26.9% | +25.7% |
| YTD | +18.4% | -12.3% | +30.8% | +15.8% |
| 1Y | +13.0% | -10.1% | +23.1% | +10.9% |
| All | +13.0% | -13.1% | +26.0% | +10.9% |
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 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