+293.1%
AFL vs UDR
+47.3%
+245.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.3% | -3.4% | +0.1% | -1.5% |
| 30D | -5.0% | -5.4% | +0.5% | -2.2% |
| 3M | -1.8% | -10.0% | +8.2% | +3.5% |
| 6M | +4.8% | -2.5% | +7.4% | +5.7% |
| YTD | +5.4% | -1.1% | +6.5% | +5.1% |
| 1Y | +9.0% | -3.9% | +12.9% | +10.0% |
| 3Y | +63.0% | +3.4% | +59.6% | +55.1% |
| 5Y | +134.5% | -18.9% | +153.4% | +149.9% |
| All | +293.1% | +47.3% | +245.8% | +231.3% |
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