-25.2%
AFRM vs UDR
+18.9%
-44.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.6% |
| 7D | +3.1% | -2.1% | +5.1% | +5.9% |
| 30D | -4.2% | -5.6% | +1.4% | +3.3% |
| 3M | +10.1% | -5.8% | +15.9% | +17.6% |
| 6M | +39.4% | -1.1% | +40.5% | +37.1% |
| YTD | -3.2% | +1.6% | -4.8% | -8.7% |
| 1Y | -16.1% | -2.7% | -13.4% | -16.7% |
| 3Y | +220.8% | +6.3% | +214.5% | +174.3% |
| 5Y | -17.7% | -19.3% | +1.7% | +13.2% |
| All | -25.2% | +18.9% | -44.1% | -27.6% |
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 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