+45.0%
ADP vs UDR
-20.7%
+65.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.3% |
| YTD | +4.7% | -0.4% | +5.1% | +4.6% |
| 1Y | -8.3% | -5.1% | -3.2% | -6.4% |
| 3Y | +13.6% | +4.2% | +9.3% | +9.4% |
| 5Y | +45.0% | -19.5% | +64.6% | +62.6% |
| All | +45.0% | -20.7% | +65.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling