+129.4%
ARMK vs TAP
-49.5%
+178.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +0.9% | -7.8% | +8.7% | +3.7% |
| 30D | -0.4% | +7.1% | -7.5% | -3.6% |
| 3M | -2.0% | -7.0% | +5.1% | -0.3% |
| 6M | +22.0% | -3.8% | +25.8% | +21.8% |
| YTD | +49.6% | -11.7% | +61.3% | +53.1% |
| 1Y | +46.4% | -10.1% | +56.5% | +48.3% |
| 3Y | +103.2% | -23.7% | +126.9% | +115.4% |
| 5Y | +108.1% | +2.9% | +105.2% | +87.0% |
| 10Y | +129.4% | -49.5% | +178.9% | +118.0% |
| All | +129.4% | -49.5% | +178.9% | +118.0% |
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 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