+95.5%
AMD vs TAP
+4.4%
+91.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +2.9% |
| 7D | -15.5% | +9.9% | -25.4% | -9.9% |
| 30D | -22.6% | +18.1% | -40.8% | -14.0% |
| 3M | -5.7% | +3.2% | -8.9% | -1.5% |
| 6M | +43.1% | +8.4% | +34.7% | +54.9% |
| YTD | +128.2% | -4.4% | +132.6% | +138.3% |
| 1Y | +95.5% | +3.2% | +92.2% | +104.0% |
| All | +95.5% | +4.4% | +91.1% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling