+11,853.5%
ADP vs UDR
+2,930.5%
+8,923.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +11.5% | +8.0% | +3.5% | +9.0% |
| 3M | +12.0% | -3.3% | +15.3% | +13.2% |
| 6M | +43.8% | +1.0% | +42.8% | +43.4% |
| YTD | +20.1% | +4.2% | +15.9% | +18.4% |
| 1Y | +22.3% | +10.8% | +11.5% | +18.4% |
| 3Y | +43.3% | +30.1% | +13.1% | +31.7% |
| 5Y | +47.3% | -18.9% | +66.3% | +54.2% |
| 10Y | +313.7% | +53.4% | +260.3% | +262.6% |
| All | +11,853.5% | +2,930.5% | +8,923.1% | +5,625.0% |
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