+61,451.9%
APH vs TAP
+859.6%
+60,592.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.9% | -49.7% | -48.1% |
| 7D | -48.7% | -1.7% | -47.1% | -48.7% |
| 30D | -51.9% | -2.1% | -49.8% | -52.0% |
| 3M | -43.6% | +6.6% | -50.2% | -44.6% |
| 6M | -37.5% | -11.5% | -26.0% | -36.8% |
| YTD | -38.6% | -10.3% | -28.4% | -38.2% |
| 1Y | -26.3% | -14.4% | -11.9% | -25.5% |
| 3Y | +89.2% | -28.3% | +117.5% | +95.2% |
| 5Y | +119.8% | +1.7% | +118.1% | +111.0% |
| 10Y | +454.3% | -49.2% | +503.5% | +477.0% |
| All | +61,451.9% | +859.6% | +60,592.4% | +49,464.6% |
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