+214.0%
ARM vs TAP
-20.1%
+234.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.1% | -11.0% | -13.4% |
| 7D | -27.1% | +7.7% | -34.8% | -26.1% |
| 30D | -44.9% | +14.4% | -59.3% | -43.7% |
| 3M | -39.3% | +2.0% | -41.3% | -38.5% |
| 6M | -20.2% | +2.5% | -22.6% | -18.6% |
| YTD | +52.5% | -6.4% | +58.9% | +56.1% |
| 1Y | +4.1% | -2.3% | +6.4% | +5.4% |
| All | +214.0% | -20.1% | +234.1% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling