+355.9%
APH vs TAP
+2.2%
+353.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.0% | -2.3% | +7.3% | +5.1% |
| 30D | -3.9% | -2.1% | -1.7% | -3.8% |
| 3M | +13.0% | +6.6% | +6.4% | +12.2% |
| 6M | +25.2% | -11.5% | +36.6% | +26.3% |
| YTD | +22.9% | -10.3% | +33.2% | +23.4% |
| 1Y | +47.8% | -14.4% | +62.2% | +49.2% |
| 3Y | +283.0% | -28.3% | +311.3% | +295.6% |
| All | +355.9% | +2.2% | +353.7% | +314.0% |
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