+199.0%
AMD vs TAP
+2.0%
+197.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.5% | +15.5% | +10.7% |
| 7D | -11.0% | +0.5% | -11.6% | -10.9% |
| 30D | -30.5% | +9.1% | -39.6% | -30.2% |
| 3M | -8.2% | -3.8% | -4.4% | -8.0% |
| 6M | +6.6% | -3.4% | +10.0% | +7.0% |
| YTD | +109.7% | -10.6% | +120.3% | +111.0% |
| 1Y | +88.9% | -4.4% | +93.3% | +88.2% |
| 3Y | +301.8% | -24.4% | +326.2% | +312.7% |
| All | +199.0% | +2.0% | +197.1% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling