+261.9%
AMD vs TAP
-20.1%
+282.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.1% | -15.2% | -17.9% |
| 7D | -28.6% | +7.7% | -36.3% | -26.6% |
| 30D | -37.7% | +14.4% | -52.1% | -34.8% |
| 3M | -16.1% | +2.0% | -18.1% | -14.4% |
| 6M | +13.8% | +2.5% | +11.4% | +17.3% |
| YTD | +88.8% | -6.4% | +95.3% | +92.3% |
| 1Y | +57.8% | -2.3% | +60.1% | +61.4% |
| All | +261.9% | -20.1% | +282.0% | +286.7% |
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