+193.5%
APTV vs TAP
+50.4%
+143.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +4.8% | -2.3% | +7.1% | +5.7% |
| 30D | +2.0% | -2.1% | +4.1% | +2.7% |
| 3M | -34.2% | +6.6% | -40.9% | -36.2% |
| 6M | -34.7% | -11.5% | -23.2% | -32.2% |
| YTD | -37.0% | -10.3% | -26.7% | -35.2% |
| 1Y | -40.4% | -14.4% | -26.0% | -37.8% |
| 3Y | -54.1% | -28.3% | -25.8% | -49.2% |
| 5Y | -68.0% | +1.7% | -69.7% | -69.5% |
| 10Y | -15.5% | -49.2% | +33.7% | -5.9% |
| All | +193.5% | +50.4% | +143.1% | +95.1% |
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