+1,585.0%
ADM vs UDR
+2,882.6%
-1,297.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | -14.7% | +6.7% | -21.4% | -16.3% |
| 3M | -10.4% | -1.8% | -8.7% | -10.1% |
| 6M | -10.9% | -1.8% | -9.2% | -10.9% |
| YTD | +26.0% | +2.5% | +23.5% | +24.3% |
| 1Y | +26.5% | +7.9% | +18.6% | +23.0% |
| 3Y | +8.2% | +25.1% | -16.9% | 0.0% |
| 5Y | +24.0% | -21.2% | +45.2% | +29.2% |
| 10Y | +128.4% | +52.9% | +75.4% | +93.9% |
| All | +1,585.0% | +2,882.6% | -1,297.6% | +760.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling