+84.6%
URI vs ADVB
-95.9%
+180.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +42.7% | -43.7% | -2.1% |
| 7D | +9.3% | +74.2% | -64.9% | +7.6% |
| 30D | +7.6% | -35.9% | +43.4% | +8.2% |
| 3M | +1.0% | -56.4% | +57.5% | +2.3% |
| 6M | +19.8% | -36.7% | +56.6% | +19.5% |
| YTD | +41.9% | -43.3% | +85.2% | +41.8% |
| 1Y | +33.4% | -63.4% | +96.8% | +34.5% |
| All | +84.6% | -95.9% | +180.5% | +121.2% |
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