+117.1%
AA vs UDR
+47.3%
+69.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.4% |
| 7D | -5.4% | -3.4% | -2.0% | -3.5% |
| 30D | -10.7% | -5.4% | -5.3% | -8.0% |
| 3M | -26.2% | -10.0% | -16.2% | -22.2% |
| 6M | -20.9% | -2.5% | -18.4% | -21.2% |
| YTD | -8.6% | -1.1% | -7.5% | -10.2% |
| 1Y | +57.4% | -3.9% | +61.3% | +56.7% |
| 3Y | +77.8% | +3.4% | +74.4% | +68.4% |
| 5Y | +2.7% | -18.9% | +21.6% | +10.9% |
| All | +117.1% | +47.3% | +69.9% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling