-9.3%
UL vs ADVB
+5.8%
-15.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.3% | -3.8% | +2.4% | -1.3% |
| 30D | +0.5% | +17.6% | -17.1% | +0.6% |
| 3M | +17.6% | +119.1% | -101.5% | +17.0% |
| 6M | -5.4% | +103.4% | -108.7% | -5.6% |
| YTD | +0.7% | +59.8% | -59.1% | +0.5% |
| 1Y | -9.3% | +8.5% | -17.8% | -9.1% |
| All | -9.3% | +5.8% | -15.1% | -9.1% |
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