+10.3%
UMAC vs ADVB
-61.6%
+71.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +42.7% | -49.2% | -7.7% |
| 7D | +10.1% | +74.2% | -64.1% | +7.8% |
| 30D | -39.1% | -35.9% | -3.3% | -39.0% |
| 3M | -56.2% | -56.4% | +0.2% | -55.9% |
| 6M | -16.2% | -36.7% | +20.5% | -18.2% |
| YTD | -7.1% | -43.3% | +36.2% | -9.0% |
| 1Y | +10.3% | -63.4% | +73.6% | +22.1% |
| All | +10.3% | -61.6% | +71.9% | +22.1% |
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 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