-24.9%
AFRM vs UDR
+19.8%
-44.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -7.0% | -2.0% | -5.0% | -4.5% |
| 30D | -7.8% | -5.2% | -2.6% | -1.1% |
| 3M | +5.3% | -5.8% | +11.1% | +12.3% |
| 6M | +42.6% | -1.7% | +44.3% | +41.5% |
| YTD | -2.8% | +2.4% | -5.2% | -9.2% |
| 1Y | -19.3% | -2.1% | -17.2% | -20.5% |
| 3Y | +231.0% | +4.2% | +226.8% | +192.8% |
| 5Y | -22.2% | -20.0% | -2.3% | +7.3% |
| All | -24.9% | +19.8% | -44.7% | -28.0% |
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