+416.0%
AAOI vs UDR
+47.2%
+368.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -3.5% | +3.3% | +1.3% |
| 30D | -23.7% | -5.3% | -18.4% | -22.1% |
| 3M | -39.0% | -9.5% | -29.5% | -37.1% |
| 6M | -17.0% | -0.7% | -16.4% | -18.3% |
| YTD | +202.2% | -1.2% | +203.4% | +195.9% |
| 1Y | +292.4% | -5.7% | +298.1% | +291.9% |
| 3Y | +804.4% | +3.7% | +800.6% | +779.7% |
| 5Y | +1,318.0% | -18.9% | +1,337.0% | +1,389.3% |
| All | +416.0% | +47.2% | +368.8% | +413.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling