-45.2%
APTV vs TAP
-24.9%
-20.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -9.8% | -7.8% | -1.9% | -7.4% |
| 30D | -8.9% | +7.1% | -16.0% | -10.8% |
| 3M | -19.5% | -7.0% | -12.4% | -17.7% |
| 6M | -31.1% | -3.8% | -27.3% | -30.5% |
| YTD | -47.5% | -11.7% | -35.8% | -45.7% |
| 1Y | -52.3% | -10.1% | -42.2% | -51.0% |
| 3Y | -45.2% | -23.7% | -21.5% | -44.5% |
| All | -45.2% | -24.9% | -20.3% | -44.5% |
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