+90.5%
AA vs UDR
+4.7%
+85.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.9% |
| 7D | +1.7% | -2.1% | +3.7% | +2.6% |
| 30D | +3.3% | -5.6% | +9.0% | +5.9% |
| 3M | -29.4% | -5.8% | -23.6% | -28.0% |
| 6M | -12.8% | -1.1% | -11.7% | -13.8% |
| YTD | -2.1% | +1.6% | -3.7% | -5.4% |
| 1Y | +62.8% | -2.7% | +65.4% | +61.7% |
| 3Y | +90.5% | +6.3% | +84.2% | +76.4% |
| All | +90.5% | +4.7% | +85.8% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling