+278.5%
AA vs UDR
+2,775.1%
-2,496.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.4% | -3.5% | 0.0% | -1.8% |
| 30D | -5.8% | -5.3% | -0.5% | -3.5% |
| 3M | -29.9% | -9.5% | -20.4% | -27.0% |
| 6M | -27.0% | -0.7% | -26.4% | -27.7% |
| YTD | -8.7% | -1.2% | -7.5% | -9.7% |
| 1Y | +50.6% | -5.7% | +56.4% | +51.7% |
| 3Y | +74.1% | +3.7% | +70.3% | +67.8% |
| 5Y | +2.6% | -18.9% | +21.5% | +10.7% |
| 10Y | +121.0% | +46.7% | +74.3% | +78.3% |
| All | +278.5% | +2,775.1% | -2,496.6% | +18.3% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling