+17.0%
UL vs ADVB
-60.4%
+77.4%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -0.9% |
| 7D | -1.7% | +10.5% | -12.2% | -1.5% |
| 30D | +4.5% | -56.0% | +60.5% | +3.8% |
| 3M | +5.5% | -70.1% | +75.6% | +4.6% |
| 6M | +17.0% | -53.7% | +70.7% | +14.7% |
| All | +17.0% | -60.4% | +77.4% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling