+115.0%
UMC vs ADVB
-76.7%
+191.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | -2.0% |
| 7D | -14.7% | -29.5% | +14.9% | -14.5% |
| 30D | -32.9% | -66.9% | +34.0% | -32.7% |
| 3M | -22.2% | -73.7% | +51.6% | -22.1% |
| 6M | +25.9% | -64.8% | +90.7% | +28.3% |
| YTD | +107.9% | -64.0% | +172.0% | +112.6% |
| 1Y | +115.0% | -77.0% | +192.0% | +122.9% |
| All | +115.0% | -76.7% | +191.7% | +122.9% |
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 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