-60.9%
ADBE vs UDR
-20.2%
-40.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -3.5% | -1.9% | -3.8% |
| 30D | -2.5% | -5.3% | +2.8% | -0.1% |
| 3M | +15.3% | -9.5% | +24.8% | +20.8% |
| 6M | -7.8% | -0.7% | -7.2% | -7.9% |
| YTD | -27.9% | -1.2% | -26.8% | -28.1% |
| 1Y | -28.0% | -5.7% | -22.3% | -26.6% |
| 3Y | -55.3% | +3.7% | -59.1% | -57.4% |
| All | -60.9% | -20.2% | -40.7% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling