+41.5%
ARMK vs ADVB
-61.6%
+103.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +42.7% | -42.5% | -0.1% |
| 7D | +7.1% | +74.2% | -67.1% | +6.6% |
| 30D | -1.6% | -35.9% | +34.2% | -1.7% |
| 3M | -10.5% | -56.4% | +45.9% | -10.6% |
| 6M | +11.8% | -36.7% | +48.5% | +12.2% |
| YTD | +47.3% | -43.3% | +90.6% | +48.7% |
| 1Y | +41.5% | -63.4% | +104.9% | +45.9% |
| All | +41.5% | -61.6% | +103.1% | +45.9% |
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 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