-99.9%
AMIX vs TAP
-29.0%
-70.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.1% |
| 7D | -16.0% | +0.5% | -16.5% | -16.0% |
| 30D | -55.4% | +9.1% | -64.6% | -55.4% |
| 3M | -87.5% | -3.8% | -83.7% | -87.5% |
| 6M | -81.2% | -3.4% | -77.8% | -81.1% |
| YTD | -86.8% | -10.6% | -76.2% | -86.8% |
| 1Y | -91.6% | -4.4% | -87.2% | -91.5% |
| All | -99.9% | -29.0% | -70.9% | -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 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