-8.7%
AMCR vs TAP
-0.5%
-8.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -6.3% | -5.1% | -1.2% | -4.5% |
| 30D | -7.1% | -8.4% | +1.3% | -4.2% |
| 3M | +12.7% | -3.9% | +16.6% | +14.1% |
| 6M | +5.2% | -14.4% | +19.5% | +10.5% |
| YTD | +8.1% | -14.7% | +22.8% | +13.7% |
| 1Y | +11.7% | -18.7% | +30.4% | +19.2% |
| 3Y | +9.9% | -32.6% | +42.6% | +23.5% |
| 5Y | -8.7% | -1.4% | -7.2% | -11.0% |
| All | -8.7% | -0.5% | -8.1% | -11.0% |
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