+42.1%
ARMK vs ADVB
-77.7%
+119.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.2% | +4.4% |
| 7D | -2.6% | -13.9% | +11.3% | -2.6% |
| 30D | -5.2% | -68.1% | +62.9% | -4.8% |
| 3M | -6.5% | -73.4% | +66.9% | -6.1% |
| 6M | +15.3% | -70.8% | +86.1% | +16.4% |
| YTD | +43.6% | -66.1% | +109.7% | +45.6% |
| 1Y | +42.1% | -77.5% | +119.6% | +46.3% |
| All | +42.1% | -77.7% | +119.7% | +46.3% |
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