-97.7%
AMC vs TAP
+8.3%
-106.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -11.3% |
| 7D | 0.0% | +7.7% | -7.7% | -4.2% |
| 30D | +4.4% | +14.4% | -10.0% | -3.9% |
| 3M | +15.4% | +2.0% | +13.3% | +13.2% |
| 6M | +93.7% | +2.5% | +91.2% | +89.2% |
| YTD | +97.4% | -6.4% | +103.9% | +102.5% |
| 1Y | +23.2% | -2.3% | +25.5% | +22.2% |
| 3Y | -71.3% | -20.3% | -51.0% | -69.0% |
| 5Y | -99.3% | +6.9% | -106.2% | -99.4% |
| 10Y | -98.7% | -46.3% | -52.4% | -98.7% |
| All | -97.7% | +8.3% | -106.1% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling