+296.4%
ARM vs TAP
-28.9%
+325.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +5.5% | -2.3% | +7.8% | +5.4% |
| 30D | -8.2% | -2.1% | -6.0% | -8.2% |
| 3M | -35.9% | +6.6% | -42.5% | -36.1% |
| 6M | +103.1% | -11.5% | +114.6% | +106.7% |
| YTD | +130.6% | -10.3% | +140.9% | +132.9% |
| 1Y | +86.1% | -14.4% | +100.5% | +90.0% |
| All | +296.4% | -28.9% | +325.3% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling