-6.3%
UPS vs ADVB
-88.3%
+82.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | -3.5% | +17.6% | -21.1% | -3.4% |
| 3M | -5.7% | +119.1% | -124.8% | -4.2% |
| 6M | -4.4% | +103.4% | -107.7% | -3.2% |
| YTD | +8.0% | +59.8% | -51.8% | +9.7% |
| 1Y | +29.0% | +8.5% | +20.5% | +31.2% |
| All | -6.3% | -88.3% | +82.0% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling