+97.6%
AGG vs UDR
+457.1%
-359.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.2% |
| 7D | -0.2% | -3.3% | +3.1% | -0.2% |
| 30D | -0.2% | -5.6% | +5.4% | -0.2% |
| 3M | -0.7% | -9.4% | +8.7% | -0.7% |
| 6M | -1.8% | -3.0% | +1.2% | -1.8% |
| YTD | -0.6% | -0.4% | -0.2% | -0.6% |
| 1Y | +0.4% | -5.1% | +5.5% | +0.4% |
| 3Y | +13.2% | +4.2% | +9.0% | +13.2% |
| 5Y | -2.0% | -19.5% | +17.6% | -2.1% |
| 10Y | +15.1% | +47.9% | -32.8% | +15.8% |
| All | +97.6% | +457.1% | -359.4% | +102.7% |
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