+213.7%
AFRM vs UDR
+25.4%
+188.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.2% |
| 7D | -7.3% | +3.0% | -10.3% | -9.6% |
| 30D | -9.6% | +10.3% | -19.8% | -17.3% |
| 3M | -11.1% | -2.9% | -8.1% | -8.7% |
| 6M | +3.9% | +0.3% | +3.5% | +1.8% |
| YTD | -8.5% | +3.8% | -12.3% | -13.4% |
| 1Y | +3.3% | +12.7% | -9.5% | -11.0% |
| 3Y | +213.7% | +27.6% | +186.2% | +158.6% |
| All | +213.7% | +25.4% | +188.4% | +158.6% |
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 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