-71.3%
AMC vs TAP
-23.7%
-47.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +9.0% | +9.1% | -0.1% | +6.0% |
| 3M | +22.2% | -3.8% | +26.0% | +23.4% |
| 6M | +91.5% | -3.4% | +94.9% | +93.1% |
| YTD | +101.3% | -10.6% | +111.9% | +105.8% |
| 1Y | +20.8% | -4.4% | +25.2% | +21.8% |
| 3Y | -71.3% | -24.4% | -47.0% | -70.8% |
| All | -71.3% | -23.7% | -47.7% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling