+331.1%
AMD vs TAP
-28.0%
+359.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | -2.3% | +4.9% | +2.1% |
| 30D | -0.9% | -2.1% | +1.2% | -1.3% |
| 3M | -8.7% | +6.6% | -15.3% | -7.3% |
| 6M | +136.3% | -11.5% | +147.8% | +134.9% |
| YTD | +123.0% | -10.3% | +133.3% | +122.0% |
| 1Y | +195.2% | -14.4% | +209.6% | +194.4% |
| All | +331.1% | -28.0% | +359.1% | +338.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling