+122.4%
ARMK vs TAP
-49.3%
+171.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +6.1% |
| 7D | -2.6% | +0.5% | -3.2% | -3.2% |
| 30D | -5.2% | +9.1% | -14.3% | -8.9% |
| 3M | -6.5% | -3.8% | -2.7% | -6.1% |
| 6M | +15.3% | -3.4% | +18.7% | +15.0% |
| YTD | +43.6% | -10.6% | +54.2% | +46.3% |
| 1Y | +42.1% | -4.4% | +46.5% | +40.4% |
| 3Y | +94.0% | -24.4% | +118.4% | +106.7% |
| 5Y | +96.3% | +2.1% | +94.2% | +77.3% |
| All | +122.4% | -49.3% | +171.7% | +111.7% |
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