+4,605.7%
ADSK vs UDR
+2,776.7%
+1,829.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -10.9% | -3.4% | -7.5% | -9.7% |
| 30D | -15.9% | -5.4% | -10.5% | -14.0% |
| 3M | -4.4% | -10.0% | +5.6% | -0.3% |
| 6M | -16.6% | -2.5% | -14.1% | -16.0% |
| YTD | -28.5% | -1.1% | -27.4% | -28.6% |
| 1Y | -34.6% | -3.9% | -30.8% | -34.0% |
| 3Y | -3.5% | +3.4% | -6.9% | -6.2% |
| 5Y | -25.6% | -18.9% | -6.7% | -20.5% |
| 10Y | +216.6% | +46.8% | +169.8% | +158.2% |
| All | +4,605.7% | +2,776.7% | +1,829.0% | +1,571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling