+7.5%
AMCR vs TAP
-32.4%
+39.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | -6.0% | -9.4% | +3.4% | -2.6% |
| 3M | +18.9% | -0.8% | +19.7% | +19.1% |
| 6M | +5.7% | -14.7% | +20.4% | +11.4% |
| YTD | +11.1% | -13.9% | +25.0% | +16.8% |
| 1Y | +12.7% | -18.6% | +31.3% | +20.6% |
| All | +7.5% | -32.4% | +39.9% | +20.7% |
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