+10.8%
AMCR vs TAP
-18.4%
+29.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | -5.3% | +0.3% | -2.9% |
| 30D | -8.0% | -7.4% | -0.6% | -5.2% |
| 3M | +14.3% | -4.9% | +19.2% | +16.3% |
| 6M | +5.3% | -14.2% | +19.5% | +11.2% |
| YTD | +7.7% | -14.8% | +22.6% | +14.6% |
| 1Y | +10.8% | -18.1% | +28.9% | +17.1% |
| All | +10.8% | -18.4% | +29.2% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling