+1.1%
UPS vs ADVB
-95.9%
+97.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +42.7% | -44.5% | -1.7% |
| 7D | -0.6% | +74.2% | -74.8% | -0.4% |
| 30D | +16.4% | -35.9% | +52.3% | +16.4% |
| 3M | +7.9% | -56.4% | +64.4% | +7.7% |
| 6M | +15.8% | -36.7% | +52.5% | +17.4% |
| YTD | +16.6% | -43.3% | +59.9% | +18.1% |
| 1Y | +22.3% | -63.4% | +85.7% | +24.7% |
| All | +1.1% | -95.9% | +97.0% | +12.9% |
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