-14.7%
AMRZ vs TAP
-10.8%
-3.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.5% |
| 30D | -16.9% | -2.1% | -14.8% | -16.6% |
| 3M | -19.2% | +6.6% | -25.8% | -20.3% |
| 6M | -29.3% | -11.5% | -17.8% | -28.0% |
| YTD | -18.0% | -10.3% | -7.7% | -16.6% |
| 1Y | -15.1% | -14.4% | -0.7% | -9.9% |
| All | -14.7% | -10.8% | -3.9% | -11.9% |
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