+142.2%
APTV vs TAP
+48.5%
+93.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -4.3% | -4.5% | +0.2% | -2.5% |
| 30D | -9.7% | +7.5% | -17.1% | -12.2% |
| 3M | -20.6% | -4.9% | -15.7% | -19.3% |
| 6M | -31.7% | -3.5% | -28.2% | -31.4% |
| YTD | -48.0% | -11.4% | -36.6% | -46.4% |
| 1Y | -52.1% | -10.8% | -41.3% | -50.8% |
| 3Y | -47.9% | -24.5% | -23.4% | -43.5% |
| 5Y | -76.9% | +2.5% | -79.4% | -78.1% |
| 10Y | -26.7% | -47.6% | +20.9% | -19.5% |
| All | +142.2% | +48.5% | +93.7% | +61.4% |
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