+162.2%
ARM vs TAP
-25.8%
+188.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.1% | -11.0% | -13.4% |
| 7D | -27.1% | +7.7% | -34.8% | -26.3% |
| 30D | -44.9% | +14.4% | -59.3% | -44.0% |
| 3M | -39.3% | +2.0% | -41.3% | -38.6% |
| 6M | -20.2% | +2.5% | -22.6% | -18.9% |
| YTD | +52.5% | -6.4% | +58.9% | +55.9% |
| 1Y | +4.1% | -2.3% | +6.4% | +5.1% |
| 3Y | +211.7% | -20.3% | +232.0% | +224.4% |
| All | +162.2% | -25.8% | +188.0% | +180.0% |
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