+26.1%
UPS vs ADVB
-73.0%
+99.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | +1.4% |
| 7D | -1.6% | +10.5% | -12.1% | -1.5% |
| 30D | +17.9% | -56.0% | +74.0% | +17.0% |
| 3M | +9.4% | -70.1% | +79.5% | +8.1% |
| 6M | +16.2% | -53.7% | +69.9% | +19.2% |
| YTD | +18.8% | -60.3% | +79.0% | +23.0% |
| 1Y | +26.1% | -73.1% | +99.3% | +31.7% |
| All | +26.1% | -73.0% | +99.1% | +31.7% |
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