-2.7%
UDR vs ADVB
+10.9%
-13.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.8% |
| 7D | -2.1% | -14.0% | +11.9% | -2.1% |
| 30D | -5.6% | +41.0% | -46.6% | -5.5% |
| 3M | -5.8% | +127.9% | -133.7% | -4.6% |
| 6M | -1.1% | +101.3% | -102.5% | +0.7% |
| YTD | +1.6% | +53.8% | -52.2% | +2.9% |
| 1Y | -2.7% | +4.4% | -7.1% | -1.6% |
| All | -2.7% | +10.9% | -13.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling