+43.8%
ARMK vs ADVB
-97.6%
+141.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.5% | +5.6% | -3.7% |
| 7D | -10.2% | -28.0% | +17.8% | -9.8% |
| 30D | -9.3% | -70.2% | +60.9% | -7.9% |
| 3M | -11.4% | -76.1% | +64.7% | -9.9% |
| 6M | +11.6% | -72.3% | +83.9% | +12.5% |
| YTD | +37.5% | -67.5% | +104.9% | +37.2% |
| 1Y | +34.9% | -78.6% | +113.5% | +36.7% |
| All | +43.8% | -97.6% | +141.4% | +65.3% |
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 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