+937.0%
AAOI vs UDR
+136.8%
+800.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | +2.9% | -3.4% | +6.3% | +4.4% |
| 30D | -23.1% | -5.4% | -17.7% | -21.5% |
| 3M | -41.0% | -10.0% | -31.1% | -39.1% |
| 6M | -14.3% | -2.5% | -11.7% | -14.8% |
| YTD | +196.3% | -1.1% | +197.4% | +190.5% |
| 1Y | +272.6% | -3.9% | +276.5% | +268.8% |
| 3Y | +775.3% | +3.4% | +771.9% | +753.9% |
| 5Y | +1,290.2% | -18.9% | +1,309.1% | +1,364.0% |
| 10Y | +426.2% | +46.8% | +379.4% | +372.0% |
| All | +937.0% | +136.8% | +800.3% | +814.5% |
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 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