+31.1%
TAP vs AMBA
+837.3%
-806.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.3% | -11.0% | +8.6% | -1.6% |
| 30D | -2.1% | -23.2% | +21.0% | -0.6% |
| 3M | +6.6% | -12.7% | +19.3% | +6.6% |
| 6M | -11.5% | +11.2% | -22.7% | -13.4% |
| YTD | -10.3% | -11.2% | +1.0% | -11.1% |
| 1Y | -14.4% | -22.5% | +8.2% | -14.8% |
| 3Y | -28.3% | -1.3% | -27.0% | -31.6% |
| 5Y | +1.7% | -54.2% | +55.9% | -1.1% |
| 10Y | -49.2% | -6.1% | -43.1% | -56.3% |
| All | +31.1% | +837.3% | -806.2% | -10.4% |
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