+12,023.7%
ADP vs UDR
+2,918.1%
+9,105.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +11.9% | +7.9% | +4.0% | +9.5% |
| 3M | +13.7% | -0.8% | +14.5% | +14.0% |
| 6M | +46.8% | 0.0% | +46.8% | +46.8% |
| YTD | +21.8% | +3.7% | +18.0% | +20.2% |
| 1Y | +23.5% | +8.5% | +15.0% | +20.4% |
| 3Y | +44.1% | +26.6% | +17.5% | +33.5% |
| 5Y | +49.9% | -20.2% | +70.1% | +57.6% |
| 10Y | +318.8% | +54.7% | +264.0% | +266.4% |
| All | +12,023.7% | +2,918.1% | +9,105.6% | +5,713.4% |
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