-8.3%
ADP vs UDR
-4.3%
-4.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | -5.7% | -3.3% | -2.4% | -4.2% |
| 30D | -3.1% | -5.6% | +2.5% | -0.5% |
| 3M | +15.6% | -9.4% | +25.0% | +21.0% |
| 6M | +20.8% | -3.0% | +23.8% | +24.0% |
| YTD | +4.7% | -0.4% | +5.1% | +5.4% |
| 1Y | -8.3% | -5.1% | -3.2% | -5.5% |
| All | -8.3% | -4.3% | -4.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling