+100.3%
AMCR vs TAP
+45.2%
+55.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | -2.4% | +1.3% | -3.6% | -2.7% |
| 30D | +3.6% | +5.7% | -2.1% | +2.2% |
| 3M | -4.2% | -1.9% | -2.3% | -3.9% |
| 6M | +15.5% | +0.9% | +14.6% | +15.0% |
| YTD | +9.7% | -9.5% | +19.3% | +12.0% |
| 1Y | +8.3% | -9.0% | +17.3% | +10.3% |
| 3Y | +15.4% | -22.2% | +37.6% | +20.9% |
| 5Y | -9.1% | +1.2% | -10.3% | -10.4% |
| 10Y | +18.6% | -46.1% | +64.8% | +12.9% |
| All | +100.3% | +45.2% | +55.1% | +93.9% |
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 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