+14.6%
AA vs UDR
-19.1%
+33.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +4.0% |
| 7D | +1.7% | -2.1% | +3.7% | +2.8% |
| 30D | +3.3% | -5.6% | +9.0% | +6.5% |
| 3M | -29.4% | -5.8% | -23.6% | -27.6% |
| 6M | -12.8% | -1.1% | -11.7% | -13.9% |
| YTD | -2.1% | +1.6% | -3.7% | -5.7% |
| 1Y | +62.8% | -2.7% | +65.4% | +60.9% |
| 3Y | +90.5% | +6.3% | +84.2% | +73.7% |
| All | +14.6% | -19.1% | +33.7% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling