+122.5%
AMP vs TAP
-0.1%
+122.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.4% |
| 7D | -0.5% | -3.9% | +3.4% | +0.5% |
| 30D | -1.3% | -5.3% | +3.9% | 0.0% |
| 3M | +24.2% | -3.8% | +28.0% | +25.0% |
| 6M | +24.6% | -11.4% | +35.9% | +28.0% |
| YTD | +14.8% | -13.7% | +28.6% | +18.1% |
| 1Y | +12.8% | -17.2% | +30.0% | +17.3% |
| 3Y | +69.0% | -33.1% | +102.0% | +87.2% |
| All | +122.5% | -0.1% | +122.6% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling