+6,406.4%
AMD vs TAP
-49.2%
+6,455.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | -2.3% | +4.9% | +3.0% |
| 30D | -0.9% | -2.1% | +1.2% | -0.7% |
| 3M | -8.7% | +6.6% | -15.3% | -10.5% |
| 6M | +136.3% | -11.5% | +147.8% | +140.2% |
| YTD | +123.0% | -10.3% | +133.3% | +124.8% |
| 1Y | +195.2% | -14.4% | +209.6% | +199.5% |
| 3Y | +336.3% | -28.3% | +364.6% | +356.2% |
| 5Y | +334.5% | +1.7% | +332.8% | +303.0% |
| All | +6,406.4% | -49.2% | +6,455.6% | +7,376.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling