+28.2%
UNP vs ADVB
-95.9%
+124.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +42.7% | -42.0% | +0.3% |
| 7D | +2.1% | +74.2% | -72.1% | +1.5% |
| 30D | +7.7% | -35.9% | +43.6% | +8.0% |
| 3M | +4.0% | -56.4% | +60.5% | +4.6% |
| 6M | +15.7% | -36.7% | +52.4% | +16.2% |
| YTD | +33.5% | -43.3% | +76.8% | +33.9% |
| 1Y | +38.9% | -63.4% | +102.3% | +40.4% |
| All | +28.2% | -95.9% | +124.1% | +37.1% |
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