-8.8%
AA vs UDR
-19.0%
+10.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.1% |
| 30D | -5.0% | +7.9% | -12.9% | -9.4% |
| 3M | -22.2% | -1.5% | -20.8% | -21.9% |
| 6M | -36.3% | +0.9% | -37.2% | -37.7% |
| YTD | -24.2% | +4.0% | -28.2% | -28.2% |
| 1Y | +3.9% | +10.4% | -6.5% | -6.0% |
| 3Y | +67.6% | +26.9% | +40.7% | +33.2% |
| 5Y | -8.8% | -19.4% | +10.5% | -5.5% |
| All | -8.8% | -19.0% | +10.2% | -5.5% |
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