+248.9%
UUUU vs ADVB
-88.8%
+337.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.1% |
| 7D | +2.8% | -14.0% | +16.8% | +3.0% |
| 30D | +3.4% | +41.0% | -37.6% | +3.0% |
| 3M | -3.9% | +127.9% | -131.8% | -8.1% |
| 6M | -23.2% | +101.3% | -124.5% | -26.9% |
| YTD | +0.6% | +53.8% | -53.2% | -2.8% |
| 1Y | +22.9% | +4.4% | +18.4% | +18.7% |
| All | +248.9% | -88.8% | +337.7% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling