+284.0%
ARMK vs TAP
+2.1%
+281.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.6% |
| 30D | -1.3% | +7.5% | -8.8% | -4.3% |
| 3M | -2.5% | -4.9% | +2.4% | -1.7% |
| 6M | +20.8% | -3.5% | +24.3% | +20.6% |
| YTD | +48.2% | -11.4% | +59.6% | +51.2% |
| 1Y | +45.7% | -10.8% | +56.5% | +48.0% |
| 3Y | +96.6% | -24.5% | +121.0% | +108.3% |
| 5Y | +106.6% | +2.5% | +104.1% | +90.1% |
| 10Y | +132.6% | -47.6% | +180.1% | +131.6% |
| All | +284.0% | +2.1% | +281.9% | +224.6% |
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