+214.4%
AA vs UDR
+2,926.3%
-2,712.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | -5.0% | +7.9% | -12.9% | -8.5% |
| 3M | -22.2% | -1.5% | -20.8% | -22.0% |
| 6M | -36.3% | +0.9% | -37.2% | -37.2% |
| YTD | -24.2% | +4.0% | -28.2% | -26.9% |
| 1Y | +3.9% | +10.4% | -6.5% | -2.8% |
| 3Y | +67.6% | +26.9% | +40.7% | +46.7% |
| 5Y | -8.8% | -19.4% | +10.5% | -1.4% |
| 10Y | +45.0% | +57.0% | -12.1% | +13.4% |
| All | +214.4% | +2,926.3% | -2,712.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling