+212.5%
AA vs UDR
+2,908.2%
-2,695.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -19.7% | -2.8% | -16.9% | -18.8% |
| 6M | -41.6% | -1.4% | -40.1% | -41.8% |
| YTD | -24.6% | +3.4% | -28.0% | -27.2% |
| 1Y | +4.9% | +9.9% | -5.0% | -1.7% |
| 3Y | +66.8% | +28.5% | +38.3% | +45.2% |
| 5Y | -19.4% | -20.5% | +1.1% | -12.3% |
| 10Y | +43.1% | +54.2% | -11.1% | +12.8% |
| All | +212.5% | +2,908.2% | -2,695.7% | -4.6% |
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