+103.9%
UMC vs ADVB
-74.4%
+178.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +7.5% |
| 7D | -9.2% | -1.2% | -7.9% | -9.1% |
| 30D | -35.1% | -61.4% | +26.2% | -34.9% |
| 3M | -20.5% | -67.8% | +47.4% | -20.3% |
| 6M | -1.7% | -66.9% | +65.1% | +0.5% |
| YTD | +92.8% | -64.9% | +157.7% | +97.4% |
| All | +103.9% | -74.4% | +178.3% | +111.9% |
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