-54.5%
APTV vs TAP
-31.5%
-23.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -3.3% |
| 7D | +2.0% | -2.3% | +4.3% | +2.8% |
| 30D | -7.7% | -9.4% | +1.7% | -4.8% |
| 3M | -34.0% | -0.8% | -33.2% | -34.0% |
| 6M | -37.1% | -14.7% | -22.4% | -33.7% |
| YTD | -39.9% | -13.9% | -26.0% | -37.2% |
| 1Y | -44.4% | -18.6% | -25.8% | -40.6% |
| 3Y | -54.5% | -32.0% | -22.5% | -49.5% |
| All | -54.5% | -31.5% | -23.0% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling