-11.3%
UDR vs ADVB
-96.8%
+85.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.4% | +0.9% |
| 7D | -0.4% | +27.8% | -28.2% | -0.5% |
| 30D | +7.8% | -50.8% | +58.5% | +8.1% |
| 3M | -2.8% | -70.5% | +67.7% | -2.1% |
| 6M | -1.4% | -46.7% | +45.3% | -1.7% |
| YTD | +3.4% | -56.7% | +60.1% | +3.0% |
| 1Y | +9.9% | -71.8% | +81.6% | +10.5% |
| All | -11.3% | -96.8% | +85.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling