+50.2%
ARMK vs ADVB
-97.5%
+147.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.2% | +4.4% |
| 7D | -2.6% | -13.9% | +11.3% | -2.4% |
| 30D | -5.2% | -68.1% | +62.9% | -3.8% |
| 3M | -6.5% | -73.4% | +66.9% | -5.0% |
| 6M | +15.3% | -70.8% | +86.1% | +16.1% |
| YTD | +43.6% | -66.1% | +109.7% | +43.2% |
| 1Y | +42.1% | -77.5% | +119.6% | +43.8% |
| All | +50.2% | -97.5% | +147.7% | +72.6% |
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 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