+18.5%
ADM vs UDR
+4.7%
+13.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | +11.0% | -5.6% | +16.7% | +12.7% |
| 3M | +6.0% | -5.8% | +11.8% | +7.4% |
| 6M | +26.9% | -1.1% | +28.0% | +26.5% |
| YTD | +50.0% | +1.6% | +48.4% | +47.9% |
| 1Y | +39.6% | -2.7% | +42.3% | +39.4% |
| 3Y | +18.5% | +6.3% | +12.2% | +14.6% |
| All | +18.5% | +4.7% | +13.9% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling