+114,578.9%
APH vs TAP
+900.6%
+113,678.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -9.0% |
| 7D | -12.7% | +7.7% | -20.4% | -13.9% |
| 30D | -19.2% | +14.4% | -33.6% | -21.2% |
| 3M | -16.7% | +2.0% | -18.7% | -17.3% |
| 6M | +5.1% | +2.5% | +2.7% | +3.8% |
| YTD | +6.6% | -6.4% | +13.0% | +6.4% |
| 1Y | +3.9% | -2.3% | +6.2% | +2.9% |
| 3Y | +246.0% | -20.3% | +266.3% | +250.5% |
| 5Y | +268.0% | +6.9% | +261.1% | +250.3% |
| 10Y | +868.2% | -46.3% | +914.6% | +898.5% |
| All | +114,578.9% | +900.6% | +113,678.3% | +91,541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling