-19.1%
APTV vs TAP
-51.4%
+32.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | -1.2% | -5.1% | +3.9% | +0.9% |
| 30D | -10.6% | -8.4% | -2.2% | -7.6% |
| 3M | -35.0% | -3.9% | -31.1% | -34.3% |
| 6M | -38.9% | -14.4% | -24.5% | -35.7% |
| YTD | -41.5% | -14.7% | -26.8% | -38.6% |
| 1Y | -45.8% | -18.7% | -27.1% | -42.2% |
| 3Y | -55.7% | -32.6% | -23.1% | -49.5% |
| 5Y | -70.1% | -1.4% | -68.7% | -71.3% |
| 10Y | -19.1% | -50.4% | +31.3% | -19.3% |
| All | -19.1% | -51.4% | +32.3% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling