Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TAP vs ARWR✓SelectedUSD · ARWRTAP vs ARWR performance historyLatest closeAs of-1.19%11/09
Stock and ETF performance explorer

TAP vs ARWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-49.5%
ARWR return
+921.6%
Excess return
-971.1%
Maximum drawdown
-65.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioARWRExcessAlpha
1D-1.2%-15.3%+14.1%-0.6%
7D-7.8%-17.3%+9.5%-7.2%
30D+7.1%-21.5%+28.7%+8.0%
3M-7.0%-43.8%+36.8%-5.1%
6M-3.8%-32.3%+28.5%-2.7%
YTD-11.7%-25.8%+14.1%-11.2%
1Y-10.1%+25.5%-35.6%-11.8%
3Y-23.7%+84.1%-107.8%-27.7%
5Y+2.9%-39.2%+42.1%0.0%
10Y-49.5%+1,072.4%-1,121.9%-55.5%
All-49.5%+921.6%-971.1%-55.5%

Cumulative growth

Daily Returns

Daily percentage return beside ARWR.

Daily Out/Under-Performance

Portfolio return minus ARWR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ARWR 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 ARWR 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