+125.0%
UMC vs ADVB
-97.5%
+222.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.4% |
| 7D | -17.0% | -13.9% | -3.1% | -16.8% |
| 30D | -40.6% | -68.1% | +27.5% | -40.0% |
| 3M | -27.9% | -73.4% | +45.5% | -27.2% |
| 6M | -7.5% | -70.8% | +63.3% | -6.2% |
| YTD | +79.3% | -66.1% | +145.4% | +79.3% |
| 1Y | +92.8% | -77.5% | +170.3% | +94.3% |
| All | +125.0% | -97.5% | +222.5% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling