+1,908.9%
ADM vs UDR
+2,878.3%
-969.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.8% | -2.0% | +5.8% | +4.4% |
| 30D | +9.8% | -5.2% | +14.9% | +11.3% |
| 3M | +2.1% | -5.8% | +7.9% | +3.6% |
| 6M | +27.5% | -1.7% | +29.2% | +27.6% |
| YTD | +50.2% | +2.4% | +47.8% | +48.5% |
| 1Y | +40.6% | -2.1% | +42.7% | +40.6% |
| 3Y | +17.2% | +4.2% | +13.0% | +14.1% |
| 5Y | +61.9% | -20.0% | +81.9% | +68.1% |
| 10Y | +159.3% | +44.6% | +114.6% | +123.5% |
| All | +1,908.9% | +2,878.3% | -969.4% | +927.8% |
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