+108.3%
ARMK vs TAP
+0.6%
+107.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | -1.5% | +5.7% | -7.2% | -3.2% |
| 3M | -11.6% | -1.9% | -9.6% | -11.6% |
| 6M | +6.7% | +0.9% | +5.8% | +5.5% |
| YTD | +47.4% | -9.5% | +56.9% | +49.1% |
| 1Y | +41.5% | -9.0% | +50.4% | +42.7% |
| 3Y | +95.5% | -22.2% | +117.8% | +104.2% |
| All | +108.3% | +0.6% | +107.7% | +88.3% |
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