+18,807.2%
AFL vs UDR
+2,856.2%
+15,951.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -0.7% | -2.1% | +1.3% | +0.3% |
| 30D | -7.1% | -5.6% | -1.5% | -4.4% |
| 3M | +0.4% | -5.8% | +6.2% | +3.2% |
| 6M | +4.5% | -1.1% | +5.7% | +4.6% |
| YTD | +6.1% | +1.6% | +4.5% | +4.4% |
| 1Y | +10.6% | -2.7% | +13.2% | +10.9% |
| 3Y | +64.0% | +6.3% | +57.7% | +54.5% |
| 5Y | +133.7% | -19.3% | +153.1% | +147.2% |
| 10Y | +298.0% | +46.0% | +252.0% | +205.7% |
| All | +18,807.2% | +2,856.2% | +15,951.1% | +5,471.6% |
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