+318.8%
ADP vs UDR
+56.7%
+262.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.8% |
| 30D | +11.9% | +7.9% | +4.0% | +7.8% |
| 3M | +13.7% | -0.8% | +14.5% | +14.2% |
| 6M | +46.8% | 0.0% | +46.8% | +46.7% |
| YTD | +21.8% | +3.7% | +18.0% | +19.0% |
| 1Y | +23.5% | +8.5% | +15.0% | +17.9% |
| 3Y | +44.1% | +26.6% | +17.5% | +24.9% |
| 5Y | +49.9% | -20.2% | +70.1% | +62.7% |
| 10Y | +318.8% | +54.7% | +264.0% | +240.1% |
| All | +318.8% | +56.7% | +262.1% | +240.1% |
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 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