-18.5%
AMRZ vs TAP
-11.2%
-7.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +15.1% | +9.1% | +5.9% | +13.0% |
| 3M | -18.1% | -3.8% | -14.3% | -17.4% |
| 6M | -23.5% | -3.4% | -20.0% | -23.0% |
| YTD | -21.6% | -10.6% | -11.0% | -20.1% |
| 1Y | -14.7% | -4.4% | -10.3% | -14.3% |
| All | -18.5% | -11.2% | -7.3% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling