-24.3%
TAP vs ADVB
-97.6%
+73.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.4% | -2.1% |
| 7D | +7.7% | -28.0% | +35.7% | +7.9% |
| 30D | +14.4% | -70.2% | +84.6% | +15.6% |
| 3M | +2.0% | -76.1% | +78.1% | +3.2% |
| 6M | +2.5% | -72.3% | +74.8% | +2.3% |
| YTD | -6.4% | -67.5% | +61.0% | -7.0% |
| 1Y | -2.3% | -78.6% | +76.2% | -1.7% |
| All | -24.3% | -97.6% | +73.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling