+193.0%
ARM vs TAP
-30.0%
+223.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.5% |
| 7D | -5.3% | -7.8% | +2.5% | -6.3% |
| 30D | -30.0% | +7.1% | -37.2% | -29.5% |
| 3M | -34.1% | -7.0% | -27.0% | -33.9% |
| 6M | -12.6% | -3.8% | -8.8% | -11.8% |
| YTD | +70.4% | -11.7% | +82.1% | +72.8% |
| 1Y | +22.3% | -10.1% | +32.4% | +23.3% |
| 3Y | +261.2% | -23.7% | +284.9% | +270.1% |
| All | +193.0% | -30.0% | +223.0% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling