+48.1%
ARM vs ADVB
-97.5%
+145.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +4.6% |
| 7D | -15.2% | -13.9% | -1.3% | -14.9% |
| 30D | -40.7% | -68.1% | +27.4% | -39.6% |
| 3M | -39.1% | -73.4% | +34.3% | -38.0% |
| 6M | -26.4% | -70.8% | +44.4% | -27.1% |
| YTD | +59.7% | -66.1% | +125.8% | +55.0% |
| 1Y | +10.3% | -77.5% | +87.8% | +10.6% |
| All | +48.1% | -97.5% | +145.6% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling