+1.6%
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 | +2.5% | +3.5% | -1.1% | +2.5% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | +17.3% | -61.4% | +78.7% | +17.0% |
| 3M | +7.9% | -67.8% | +75.7% | +7.6% |
| 6M | +13.7% | -66.9% | +80.6% | +15.1% |
| YTD | +17.2% | -64.9% | +82.1% | +18.4% |
| 1Y | +23.2% | -74.8% | +98.0% | +25.2% |
| All | +1.6% | -97.4% | +99.1% | +13.3% |
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