-71.9%
AMC vs TAP
-20.1%
-51.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -11.8% |
| 7D | 0.0% | +7.7% | -7.7% | -2.1% |
| 30D | +4.4% | +14.4% | -10.0% | +0.1% |
| 3M | +15.4% | +2.0% | +13.3% | +14.5% |
| 6M | +93.7% | +2.5% | +91.2% | +92.2% |
| YTD | +97.4% | -6.4% | +103.9% | +99.2% |
| 1Y | +23.2% | -2.3% | +25.5% | +23.2% |
| All | -71.9% | -20.1% | -51.8% | -71.7% |
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