-98.9%
AMC vs TAP
-50.2%
-48.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | -2.3% | +4.6% | +3.8% |
| 30D | -0.7% | -2.1% | +1.4% | +0.4% |
| 3M | +35.2% | +6.6% | +28.6% | +29.2% |
| 6M | +124.6% | -11.5% | +136.1% | +142.5% |
| YTD | +69.9% | -10.3% | +80.1% | +80.4% |
| 1Y | -2.6% | -14.4% | +11.8% | +5.6% |
| 3Y | -79.8% | -28.3% | -51.5% | -76.4% |
| 5Y | -99.4% | +1.7% | -101.1% | -99.5% |
| All | -98.9% | -50.2% | -48.7% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling