+19,070.1%
AME vs TAP
+806.5%
+18,263.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.1% | -8.0% | +9.1% | +2.5% |
| 30D | -4.1% | +4.1% | -8.1% | -5.0% |
| 3M | -6.3% | -4.4% | -2.0% | -6.0% |
| 6M | +3.5% | -1.9% | +5.5% | +3.2% |
| YTD | +17.3% | -12.1% | +29.3% | +18.7% |
| 1Y | +22.0% | -12.0% | +34.1% | +23.4% |
| 3Y | +62.0% | -25.0% | +87.0% | +67.0% |
| 5Y | +78.5% | -1.1% | +79.6% | +74.0% |
| 10Y | +441.6% | -47.6% | +489.3% | +464.6% |
| All | +19,070.1% | +806.5% | +18,263.6% | +15,889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling