+185.4%
ARM vs TAP
-29.8%
+215.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.5% |
| 7D | -10.4% | -4.5% | -5.9% | -10.9% |
| 30D | -31.8% | +7.5% | -39.3% | -31.3% |
| 3M | -32.2% | -4.9% | -27.4% | -32.0% |
| 6M | -14.9% | -3.5% | -11.4% | -14.1% |
| YTD | +66.0% | -11.4% | +77.4% | +68.5% |
| 1Y | +17.2% | -10.8% | +28.0% | +18.6% |
| 3Y | +247.2% | -24.5% | +271.7% | +258.6% |
| All | +185.4% | -29.8% | +215.2% | +202.7% |
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