+62.5%
AFL vs UDR
+3.3%
+59.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -3.5% | +1.8% | -0.5% |
| 30D | -4.0% | -5.3% | +1.3% | -2.3% |
| 3M | -0.5% | -9.5% | +9.0% | +2.7% |
| 6M | +6.5% | -0.7% | +7.2% | +6.4% |
| YTD | +6.2% | -1.2% | +7.4% | +6.0% |
| 1Y | +8.3% | -5.7% | +14.0% | +9.9% |
| 3Y | +62.5% | +3.7% | +58.8% | +69.1% |
| All | +62.5% | +3.3% | +59.2% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling