+14.9%
AMT vs TAP
-24.6%
+39.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.2% | -6.3% | +4.2% | -0.4% |
| 30D | +5.8% | +2.7% | +3.1% | +4.9% |
| 3M | +12.6% | -3.7% | +16.3% | +13.5% |
| 6M | +8.3% | -2.0% | +10.3% | +8.6% |
| YTD | +11.4% | -12.3% | +23.8% | +14.8% |
| 1Y | +7.7% | -10.1% | +17.8% | +10.2% |
| All | +14.9% | -24.6% | +39.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling