+18,884.9%
AME vs TAP
+825.0%
+18,059.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | -6.7% | -2.1% | -4.5% | -6.4% |
| 3M | +4.1% | +6.6% | -2.5% | +2.6% |
| 6M | +1.6% | -11.5% | +13.1% | +3.3% |
| YTD | +16.1% | -10.3% | +26.4% | +17.6% |
| 1Y | +27.3% | -14.4% | +41.7% | +29.7% |
| 3Y | +50.9% | -28.3% | +79.1% | +57.2% |
| 5Y | +81.4% | +1.7% | +79.7% | +76.5% |
| 10Y | +417.0% | -49.2% | +466.2% | +442.5% |
| All | +18,884.9% | +825.0% | +18,059.9% | +15,737.4% |
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