+391.7%
APP vs TAP
-6.0%
+397.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.9% | -2.3% | +3.2% | +1.1% |
| 30D | -23.3% | -2.1% | -21.1% | -23.1% |
| 3M | -42.6% | +6.6% | -49.3% | -43.1% |
| 6M | -33.6% | -11.5% | -22.1% | -32.7% |
| YTD | -52.4% | -10.3% | -42.2% | -52.4% |
| 1Y | -35.9% | -14.4% | -21.5% | -35.3% |
| 3Y | +642.2% | -28.3% | +670.5% | +667.1% |
| 5Y | +311.1% | +1.7% | +309.4% | +299.9% |
| All | +391.7% | -6.0% | +397.7% | +380.5% |
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