+5.9%
UL vs ADVB
-95.9%
+101.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +42.7% | -42.3% | +0.6% |
| 7D | -2.5% | +74.2% | -76.7% | -2.2% |
| 30D | +5.7% | -35.9% | +41.5% | +5.7% |
| 3M | +7.0% | -56.4% | +63.4% | +7.0% |
| 6M | +16.1% | -36.7% | +52.8% | +15.2% |
| YTD | +3.6% | -43.3% | +46.9% | +2.8% |
| 1Y | -1.4% | -63.4% | +62.0% | -1.5% |
| All | +5.9% | -95.9% | +101.8% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling