+174.6%
ARM vs TAP
-29.1%
+203.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +4.1% |
| 7D | -15.2% | +0.5% | -15.7% | -15.0% |
| 30D | -40.7% | +9.1% | -49.8% | -40.1% |
| 3M | -39.1% | -3.8% | -35.3% | -38.8% |
| 6M | -26.4% | -3.4% | -23.0% | -25.6% |
| YTD | +59.7% | -10.6% | +70.4% | +62.3% |
| 1Y | +10.3% | -4.4% | +14.7% | +10.0% |
| 3Y | +228.9% | -24.4% | +253.2% | +241.3% |
| All | +174.6% | -29.1% | +203.8% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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