+66.5%
AG vs UDR
+47.3%
+19.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.6% |
| 7D | -5.8% | -3.4% | -2.4% | -4.8% |
| 30D | +6.4% | -5.4% | +11.8% | +8.2% |
| 3M | +28.4% | -10.0% | +38.3% | +32.4% |
| 6M | -24.5% | -2.5% | -21.9% | -24.3% |
| YTD | +21.2% | -1.1% | +22.3% | +20.9% |
| 1Y | +114.1% | -3.9% | +118.0% | +115.3% |
| 3Y | +268.0% | +3.4% | +264.6% | +259.0% |
| 5Y | +67.3% | -18.9% | +86.2% | +73.2% |
| All | +66.5% | +47.3% | +19.2% | +52.4% |
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 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