+6.7%
UL vs ADVB
-97.4%
+104.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | +2.6% | -4.1% | +6.7% | +2.5% |
| 30D | +6.8% | -60.3% | +67.0% | +6.5% |
| 3M | +5.7% | -73.3% | +79.1% | +5.5% |
| 6M | +15.9% | -65.9% | +81.8% | +14.8% |
| YTD | +4.3% | -63.9% | +68.1% | +3.3% |
| 1Y | -0.4% | -74.1% | +73.7% | -1.0% |
| All | +6.7% | -97.4% | +104.0% | +11.2% |
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