+40.3%
ARMK vs ADVB
-76.7%
+117.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.4% | -4.1% |
| 7D | -5.8% | -29.5% | +23.7% | -5.7% |
| 30D | -5.3% | -66.9% | +61.6% | -4.9% |
| 3M | -6.7% | -73.7% | +67.0% | -6.4% |
| 6M | +17.4% | -64.8% | +82.1% | +18.3% |
| YTD | +43.0% | -64.0% | +107.1% | +45.0% |
| 1Y | +40.3% | -77.0% | +117.3% | +44.6% |
| All | +40.3% | -76.7% | +117.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling