+229.9%
AFRM vs UDR
+4.2%
+225.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -7.0% | -2.0% | -5.0% | -5.1% |
| 30D | -7.8% | -5.2% | -2.6% | -2.9% |
| 3M | +5.3% | -5.8% | +11.1% | +10.6% |
| 6M | +42.6% | -1.7% | +44.3% | +42.1% |
| YTD | -2.8% | +2.4% | -5.2% | -7.4% |
| 1Y | -19.3% | -2.1% | -17.2% | -19.6% |
| All | +229.9% | +4.2% | +225.7% | +244.4% |
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