+6.1%
AS vs TAP
-6.0%
+12.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.2% |
| 7D | +6.9% | +0.5% | +6.4% | +6.9% |
| 30D | +16.0% | +9.1% | +6.8% | +14.9% |
| 3M | -12.8% | -3.8% | -9.1% | -12.4% |
| 6M | -15.4% | -3.4% | -11.9% | -15.4% |
| YTD | -15.7% | -10.6% | -5.1% | -17.2% |
| 1Y | +6.1% | -4.4% | +10.5% | +5.3% |
| All | +6.1% | -6.0% | +12.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling