+1.7%
UPS vs ADVB
-97.4%
+99.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | +1.7% | -4.1% | +5.8% | +1.7% |
| 30D | +17.4% | -60.3% | +77.7% | +17.1% |
| 3M | +7.7% | -73.3% | +81.1% | +7.3% |
| 6M | +13.8% | -65.9% | +79.7% | +15.2% |
| YTD | +17.3% | -63.9% | +81.1% | +18.6% |
| 1Y | +27.2% | -74.1% | +101.3% | +29.2% |
| All | +1.7% | -97.4% | +99.1% | +13.4% |
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 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