-12.2%
UDR vs ADVB
-88.3%
+76.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -2.0% | -3.8% | +1.8% | -2.0% |
| 30D | -5.2% | +17.6% | -22.8% | -5.3% |
| 3M | -5.8% | +119.1% | -124.9% | -6.9% |
| 6M | -1.7% | +103.4% | -105.1% | -3.1% |
| YTD | +2.4% | +59.8% | -57.5% | +1.2% |
| 1Y | -2.1% | +8.5% | -10.7% | -3.1% |
| All | -12.2% | -88.3% | +76.1% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling