+6.9%
TAP vs AMBA
-72.1%
+79.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.9% |
| 7D | +7.7% | -14.6% | +22.3% | +8.1% |
| 30D | +14.4% | -18.8% | +33.2% | +14.9% |
| 3M | +2.0% | -32.6% | +34.6% | +3.0% |
| 6M | +2.5% | -25.8% | +28.3% | +2.5% |
| YTD | -6.4% | -22.1% | +15.7% | -6.8% |
| 1Y | -2.3% | -36.2% | +33.9% | -1.9% |
| 3Y | -20.3% | +10.0% | -30.3% | -24.6% |
| 5Y | +6.9% | -71.6% | +78.5% | +2.5% |
| All | +6.9% | -72.1% | +79.0% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling