+2,024.0%
AMP vs TAP
+104.0%
+1,920.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | -0.5% |
| 7D | +3.9% | +1.3% | +2.7% | +3.2% |
| 30D | +5.1% | +5.7% | -0.6% | +1.7% |
| 3M | -8.7% | -1.9% | -6.8% | -8.4% |
| 6M | +11.4% | +0.9% | +10.5% | +9.1% |
| YTD | +7.3% | -9.5% | +16.8% | +9.7% |
| 1Y | +14.6% | -9.0% | +23.5% | +16.4% |
| 3Y | +61.2% | -22.2% | +83.5% | +72.6% |
| 5Y | +81.0% | +1.2% | +79.8% | +59.9% |
| 10Y | +468.0% | -46.1% | +514.1% | +566.7% |
| All | +2,024.0% | +104.0% | +1,920.0% | +958.7% |
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