+144.3%
UMC vs ADVB
-97.4%
+241.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +1.0% |
| 7D | -8.3% | -4.1% | -4.2% | -8.2% |
| 30D | -34.5% | -60.3% | +25.8% | -34.0% |
| 3M | -20.0% | -73.3% | +53.4% | -19.2% |
| 6M | -0.7% | -65.9% | +65.2% | +0.3% |
| YTD | +94.7% | -63.9% | +158.6% | +94.5% |
| 1Y | +106.0% | -74.1% | +180.1% | +107.1% |
| All | +144.3% | -97.4% | +241.7% | +176.0% |
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