+2,168.6%
AMP vs TAP
+94.0%
+2,074.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.5% |
| 7D | +2.6% | -2.3% | +4.9% | +3.8% |
| 30D | +0.8% | -9.4% | +10.3% | +6.0% |
| 3M | +24.3% | -0.8% | +25.1% | +23.7% |
| 6M | +20.6% | -14.7% | +35.3% | +29.1% |
| YTD | +14.6% | -13.9% | +28.6% | +20.9% |
| 1Y | +14.5% | -18.6% | +33.2% | +23.7% |
| 3Y | +67.9% | -32.0% | +100.0% | +94.2% |
| 5Y | +122.5% | -1.0% | +123.5% | +99.1% |
| 10Y | +573.3% | -51.4% | +624.6% | +737.9% |
| All | +2,168.6% | +94.0% | +2,074.6% | +1,067.0% |
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