+314.7%
UMAC vs ADVB
-88.3%
+403.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -0.9% | -3.8% | +2.8% | -0.9% |
| 30D | -7.7% | +17.6% | -25.2% | -7.9% |
| 3M | -26.4% | +119.1% | -145.6% | -28.4% |
| 6M | +61.9% | +103.4% | -41.5% | +54.7% |
| YTD | +86.5% | +59.8% | +26.7% | +80.2% |
| 1Y | +156.3% | +8.5% | +147.8% | +146.3% |
| All | +314.7% | -88.3% | +403.0% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling