+1,311.4%
AMT vs TAP
+362.8%
+948.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | +4.6% | -2.1% | +6.8% | +5.1% |
| 3M | -8.4% | +6.6% | -15.1% | -9.9% |
| 6M | -6.0% | -11.5% | +5.5% | -3.6% |
| YTD | +2.1% | -10.3% | +12.4% | +4.3% |
| 1Y | -6.4% | -14.4% | +8.0% | -3.6% |
| 3Y | +8.1% | -28.3% | +36.3% | +14.8% |
| 5Y | -31.9% | +1.7% | -33.6% | -33.8% |
| 10Y | +97.1% | -49.2% | +146.3% | +112.2% |
| All | +1,311.4% | +362.8% | +948.6% | +931.7% |
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 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