+1,583.8%
ADM vs UDR
+2,918.1%
-1,334.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | -11.8% | +7.9% | -19.7% | -13.8% |
| 3M | -11.3% | -0.8% | -10.5% | -11.3% |
| 6M | -10.0% | 0.0% | -10.0% | -10.4% |
| YTD | +25.9% | +3.7% | +22.2% | +23.8% |
| 1Y | +26.7% | +8.5% | +18.1% | +22.9% |
| 3Y | +8.1% | +26.6% | -18.4% | -0.4% |
| 5Y | +23.5% | -20.2% | +43.7% | +28.2% |
| 10Y | +128.2% | +54.7% | +73.5% | +93.2% |
| All | +1,583.8% | +2,918.1% | -1,334.2% | +757.1% |
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