-99.1%
AMC vs TAP
+2.3%
-101.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.6% |
| 7D | +6.6% | -7.8% | +14.4% | +9.3% |
| 30D | +14.1% | +7.1% | +7.0% | +11.5% |
| 3M | +31.3% | -7.0% | +38.3% | +33.9% |
| 6M | +126.7% | -3.8% | +130.5% | +128.8% |
| YTD | +117.9% | -11.7% | +129.7% | +124.6% |
| 1Y | +41.1% | -10.1% | +51.2% | +44.6% |
| 3Y | -61.0% | -23.7% | -37.3% | -58.6% |
| 5Y | -99.1% | +2.9% | -102.0% | -99.2% |
| All | -99.1% | +2.3% | -101.4% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling