-67.5%
AAOX vs UDR
+6.1%
-73.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.3% | -9.9% |
| 7D | +8.3% | -3.3% | +11.6% | +1.4% |
| 30D | -41.8% | -5.6% | -36.2% | -47.3% |
| 3M | -73.3% | -9.4% | -63.9% | -76.9% |
| All | -67.5% | +6.1% | -73.6% | -72.7% |
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 · Available span rolling