+302.2%
ARMK vs TAP
+3.5%
+298.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | 0.0% | -2.1% | +2.2% | +0.6% |
| 3M | +6.7% | +6.6% | 0.0% | +3.7% |
| 6M | +38.8% | -11.5% | +50.3% | +43.5% |
| YTD | +55.2% | -10.3% | +65.4% | +58.9% |
| 1Y | +46.6% | -14.4% | +61.0% | +52.0% |
| 3Y | +112.9% | -28.3% | +141.2% | +131.9% |
| 5Y | +144.0% | +1.7% | +142.3% | +126.9% |
| 10Y | +132.4% | -49.2% | +181.6% | +134.0% |
| All | +302.2% | +3.5% | +298.7% | +241.1% |
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