+445.6%
AG vs UDR
+167.3%
+278.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.0% | -2.0% | +3.0% | +1.6% |
| 30D | +19.2% | -5.2% | +24.4% | +21.0% |
| 3M | +6.2% | -5.8% | +11.9% | +7.7% |
| 6M | -26.7% | -1.7% | -25.0% | -26.7% |
| YTD | +26.1% | +2.4% | +23.7% | +24.6% |
| 1Y | +131.7% | -2.1% | +133.8% | +131.7% |
| 3Y | +255.3% | +4.2% | +251.1% | +247.3% |
| 5Y | +61.9% | -20.0% | +81.9% | +70.3% |
| 10Y | +72.0% | +44.6% | +27.4% | +46.7% |
| All | +445.6% | +167.3% | +278.4% | +274.1% |
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