+278.8%
AA vs UDR
+2,776.7%
-2,497.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.4% |
| 7D | -5.4% | -3.4% | -2.0% | -3.8% |
| 30D | -10.7% | -5.4% | -5.3% | -8.5% |
| 3M | -26.2% | -10.0% | -16.2% | -22.9% |
| 6M | -20.9% | -2.5% | -18.4% | -21.0% |
| YTD | -8.6% | -1.1% | -7.5% | -9.7% |
| 1Y | +57.4% | -3.9% | +61.3% | +57.1% |
| 3Y | +77.8% | +3.4% | +74.4% | +71.6% |
| 5Y | +2.7% | -18.9% | +21.6% | +10.8% |
| 10Y | +121.2% | +46.8% | +74.4% | +78.4% |
| All | +278.8% | +2,776.7% | -2,497.9% | +18.4% |
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 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