+39.6%
TAP vs AMBA
+807.9%
-768.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.8% | +3.1% |
| 7D | +9.9% | -8.1% | +18.0% | +10.4% |
| 30D | +18.1% | -10.8% | +28.9% | +18.8% |
| 3M | +3.2% | -25.9% | +29.1% | +4.8% |
| 6M | +8.4% | -13.9% | +22.3% | +7.8% |
| YTD | -4.4% | -14.0% | +9.6% | -5.3% |
| 1Y | +3.2% | -25.7% | +28.9% | +3.0% |
| 3Y | -18.6% | +21.5% | -40.0% | -23.8% |
| 5Y | +10.1% | -68.9% | +79.1% | +10.6% |
| 10Y | -45.2% | +5.2% | -50.4% | -53.3% |
| All | +39.6% | +807.9% | -768.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling