+337.4%
AGI vs UDR
+47.2%
+290.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.7% | -3.5% | +0.7% | -2.3% |
| 30D | +7.2% | -5.3% | +12.5% | +8.0% |
| 3M | +4.3% | -9.5% | +13.8% | +5.5% |
| 6M | -27.1% | -0.7% | -26.4% | -27.1% |
| YTD | -6.6% | -1.2% | -5.4% | -6.5% |
| 1Y | +9.5% | -5.7% | +15.3% | +10.2% |
| 3Y | +208.4% | +3.7% | +204.7% | +205.8% |
| 5Y | +401.6% | -18.9% | +420.6% | +401.6% |
| All | +337.4% | +47.2% | +290.2% | +302.2% |
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