+616.7%
ADI vs UDR
+47.3%
+569.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +1.3% | -3.4% | +4.7% | +2.8% |
| 30D | -6.0% | -5.4% | -0.5% | -3.7% |
| 3M | -7.7% | -10.0% | +2.2% | -4.1% |
| 6M | +14.0% | -2.5% | +16.5% | +14.1% |
| YTD | +34.4% | -1.1% | +35.5% | +33.4% |
| 1Y | +48.0% | -3.9% | +51.8% | +48.5% |
| 3Y | +113.3% | +3.4% | +109.9% | +106.1% |
| 5Y | +131.1% | -18.9% | +150.0% | +145.1% |
| All | +616.7% | +47.3% | +569.4% | +530.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling