-99.9%
AMIX vs TAP
-30.4%
-69.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.5% |
| 7D | -10.9% | -6.3% | -4.5% | -11.0% |
| 30D | -55.0% | +2.7% | -57.7% | -54.9% |
| 3M | -82.0% | -3.7% | -78.3% | -82.0% |
| 6M | -80.4% | -2.0% | -78.4% | -80.1% |
| YTD | -88.3% | -12.3% | -75.9% | -88.3% |
| 1Y | -92.4% | -10.1% | -82.3% | -92.3% |
| All | -99.9% | -30.4% | -69.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling