+67.2%
AMP vs TAP
-33.0%
+100.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | -5.1% | +5.1% | +0.8% |
| 30D | -1.0% | -8.4% | +7.4% | +0.3% |
| 3M | +23.2% | -3.9% | +27.2% | +23.8% |
| 6M | +20.4% | -14.4% | +34.8% | +23.2% |
| YTD | +13.6% | -14.7% | +28.4% | +15.7% |
| 1Y | +13.4% | -18.7% | +32.0% | +16.6% |
| All | +67.2% | -33.0% | +100.3% | +74.5% |
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