-29.3%
AFRM vs UDR
+21.5%
-50.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -0.7% |
| 7D | -7.3% | +3.0% | -10.3% | -10.7% |
| 30D | -9.6% | +10.3% | -19.8% | -20.6% |
| 3M | -11.1% | -2.9% | -8.1% | -7.7% |
| 6M | +3.9% | +0.3% | +3.5% | +0.8% |
| YTD | -8.5% | +3.8% | -12.3% | -16.2% |
| 1Y | +3.3% | +12.7% | -9.5% | -16.4% |
| 3Y | +213.7% | +27.6% | +186.2% | +98.2% |
| 5Y | -58.5% | -18.6% | -39.9% | -44.3% |
| All | -29.3% | +21.5% | -50.8% | -33.5% |
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