+254.5%
UMC vs ADVB
-88.8%
+343.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +5.1% |
| 7D | +6.6% | -14.0% | +20.6% | +6.7% |
| 30D | +16.6% | +41.0% | -24.4% | +16.3% |
| 3M | +11.0% | +127.9% | -116.9% | +10.0% |
| 6M | +131.3% | +101.3% | +29.9% | +126.8% |
| YTD | +182.5% | +53.8% | +128.7% | +179.6% |
| 1Y | +222.3% | +4.4% | +217.8% | +218.4% |
| All | +254.5% | -88.8% | +343.3% | +296.6% |
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