+135.3%
UMAC vs ADVB
-97.4%
+232.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.5% | +9.7% | +13.2% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -35.3% | -61.4% | +26.1% | -34.1% |
| 3M | -48.4% | -67.8% | +19.4% | -47.3% |
| 6M | +0.4% | -66.9% | +67.3% | +0.4% |
| YTD | +5.8% | -64.9% | +70.7% | +4.8% |
| 1Y | +27.3% | -74.8% | +102.0% | +27.0% |
| All | +135.3% | -97.4% | +232.7% | +258.1% |
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 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