-11.0%
UDR vs ADVB
-97.5%
+86.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.2% |
| 7D | +3.0% | -13.9% | +16.9% | +3.0% |
| 30D | +10.3% | -68.1% | +78.4% | +11.0% |
| 3M | -2.9% | -73.4% | +70.5% | -2.2% |
| 6M | +0.3% | -70.8% | +71.1% | +0.8% |
| YTD | +3.8% | -66.1% | +69.9% | +3.6% |
| 1Y | +12.7% | -77.5% | +90.2% | +13.5% |
| All | -11.0% | -97.5% | +86.5% | +6.5% |
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