+41.6%
AA vs UDR
+54.6%
-13.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -0.6% | +7.8% | -8.4% | -5.0% |
| 3M | -19.7% | -2.8% | -16.9% | -18.7% |
| 6M | -41.6% | -1.4% | -40.1% | -41.9% |
| YTD | -24.6% | +3.4% | -28.0% | -28.0% |
| 1Y | +4.9% | +9.9% | -5.0% | -3.6% |
| 3Y | +66.8% | +28.5% | +38.3% | +38.3% |
| 5Y | -19.4% | -20.5% | +1.1% | -11.9% |
| All | +41.6% | +54.6% | -13.1% | +23.3% |
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 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