+7.9%
UMAC vs ADVB
-76.7%
+84.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.5% | -6.3% | -10.7% |
| 7D | -26.0% | -29.5% | +3.5% | -25.3% |
| 30D | -40.3% | -66.9% | +26.6% | -39.1% |
| 3M | -51.1% | -73.7% | +22.6% | -50.0% |
| 6M | -5.6% | -64.8% | +59.1% | -6.6% |
| YTD | +2.3% | -64.0% | +66.3% | +1.5% |
| 1Y | +7.9% | -77.0% | +84.8% | +20.3% |
| All | +7.9% | -76.7% | +84.5% | +20.3% |
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 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