+148.0%
ADBE vs UDR
+47.3%
+100.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.1% |
| 7D | -12.9% | -3.4% | -9.5% | -11.7% |
| 30D | -5.6% | -5.4% | -0.2% | -3.6% |
| 3M | +6.6% | -10.0% | +16.6% | +11.2% |
| 6M | -9.6% | -2.5% | -7.0% | -8.9% |
| YTD | -28.9% | -1.1% | -27.8% | -29.0% |
| 1Y | -28.9% | -3.9% | -25.0% | -28.3% |
| 3Y | -55.6% | +3.4% | -59.0% | -57.1% |
| 5Y | -62.2% | -18.9% | -43.4% | -59.9% |
| All | +148.0% | +47.3% | +100.8% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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