+100.2%
AMCR vs TAP
+44.0%
+56.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -4.1% | -2.1% | -1.9% | -3.6% |
| 3M | +21.7% | +6.6% | +15.1% | +19.7% |
| 6M | +1.5% | -11.5% | +13.0% | +4.2% |
| YTD | +13.1% | -10.3% | +23.4% | +15.8% |
| 1Y | +13.0% | -14.4% | +27.4% | +16.7% |
| 3Y | +6.9% | -28.3% | +35.2% | +14.1% |
| 5Y | -10.5% | +1.7% | -12.2% | -11.7% |
| 10Y | +20.9% | -49.2% | +70.1% | +15.3% |
| All | +100.2% | +44.0% | +56.2% | +94.4% |
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