+215.4%
ADSK vs UDR
+47.2%
+168.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -3.5% | +0.9% | -0.9% |
| 30D | -14.9% | -5.3% | -9.6% | -12.7% |
| 3M | +3.3% | -9.5% | +12.9% | +8.2% |
| 6M | -15.7% | -0.7% | -15.0% | -15.7% |
| YTD | -28.2% | -1.2% | -27.1% | -28.3% |
| 1Y | -34.5% | -5.7% | -28.8% | -33.2% |
| 3Y | -2.9% | +3.7% | -6.6% | -6.6% |
| 5Y | -25.3% | -18.9% | -6.4% | -20.1% |
| All | +215.4% | +47.2% | +168.2% | +173.3% |
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