-49.8%
TAP vs AMBA
-0.9%
-48.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.6% | -4.8% |
| 7D | +0.5% | -7.2% | +7.8% | +0.9% |
| 30D | +9.1% | -10.4% | +19.5% | +9.6% |
| 3M | -3.8% | -30.1% | +26.3% | -2.1% |
| 6M | -3.4% | -22.4% | +19.0% | -3.4% |
| YTD | -10.6% | -17.3% | +6.7% | -11.4% |
| 1Y | -4.4% | -35.4% | +31.0% | -3.7% |
| 3Y | -24.4% | +18.6% | -43.0% | -29.7% |
| 5Y | +2.1% | -69.8% | +71.9% | +2.8% |
| All | -49.8% | -0.9% | -48.9% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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