+282.2%
APH vs TAP
+2.0%
+280.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.6% | +4.1% |
| 7D | -5.9% | +0.5% | -6.5% | -6.0% |
| 30D | -14.8% | +9.1% | -24.0% | -15.0% |
| 3M | -12.4% | -3.8% | -8.6% | -12.3% |
| 6M | +8.1% | -3.4% | +11.5% | +8.2% |
| YTD | +10.9% | -10.6% | +21.6% | +11.4% |
| 1Y | +8.8% | -4.4% | +13.2% | +8.2% |
| 3Y | +262.1% | -24.4% | +286.4% | +268.5% |
| All | +282.2% | +2.0% | +280.2% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling