-9.1%
AMCR vs TAP
-1.4%
-7.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.5% | -6.3% | +1.9% | -2.2% |
| 30D | +4.9% | +2.7% | +2.2% | +3.9% |
| 3M | -4.6% | -3.7% | -0.9% | -3.4% |
| 6M | +15.2% | -2.0% | +17.2% | +15.6% |
| YTD | +9.7% | -12.3% | +22.1% | +14.3% |
| 1Y | +10.5% | -10.1% | +20.6% | +14.0% |
| 3Y | +13.8% | -25.3% | +39.1% | +23.5% |
| 5Y | -9.1% | -1.9% | -7.2% | -11.9% |
| All | -9.1% | -1.4% | -7.7% | -11.9% |
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