-20.3%
AMT vs TAP
+2.0%
-22.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +13.6% | +9.1% | +4.5% | +10.7% |
| 3M | +11.5% | -3.8% | +15.3% | +12.3% |
| 6M | +6.9% | -3.4% | +10.4% | +7.5% |
| YTD | +10.8% | -10.6% | +21.5% | +13.5% |
| 1Y | +10.3% | -4.4% | +14.7% | +10.8% |
| 3Y | +12.4% | -24.4% | +36.8% | +19.1% |
| All | -20.3% | +2.0% | -22.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling