+113.8%
ARM vs ADVB
-88.3%
+202.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | +5.5% | -3.8% | +9.2% | +5.5% |
| 30D | -8.2% | +17.6% | -25.8% | -8.5% |
| 3M | -35.9% | +119.1% | -155.1% | -38.7% |
| 6M | +103.1% | +103.4% | -0.3% | +89.6% |
| YTD | +130.6% | +59.8% | +70.8% | +118.7% |
| 1Y | +86.1% | +8.5% | +77.5% | +77.6% |
| All | +113.8% | -88.3% | +202.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling