-99.8%
AMIX vs TAP
-28.7%
-71.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -13.7% | -2.3% | -11.4% | -13.7% |
| 30D | -62.1% | -2.1% | -59.9% | -62.1% |
| 3M | -46.2% | +6.6% | -52.8% | -44.7% |
| 6M | -46.4% | -11.5% | -34.9% | -47.0% |
| YTD | -60.3% | -10.3% | -50.0% | -60.4% |
| 1Y | -79.7% | -14.4% | -65.3% | -79.5% |
| All | -99.8% | -28.7% | -71.1% | -99.8% |
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