-49.5%
TAP vs AMBA
+12.8%
-62.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.5% |
| 7D | -7.8% | 0.0% | -7.8% | -7.9% |
| 30D | +7.1% | -8.6% | +15.7% | +7.5% |
| 3M | -7.0% | -29.0% | +21.9% | -5.4% |
| 6M | -3.8% | -19.2% | +15.4% | -3.9% |
| YTD | -11.7% | -13.0% | +1.3% | -12.7% |
| 1Y | -10.1% | -31.3% | +21.2% | -9.8% |
| 3Y | -23.7% | +28.1% | -51.8% | -29.5% |
| 5Y | +2.9% | -69.4% | +72.3% | +3.7% |
| 10Y | -49.5% | +7.6% | -57.1% | -59.9% |
| All | -49.5% | +12.8% | -62.3% | -59.9% |
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