+5,263.7%
AGI vs UDR
+501.8%
+4,761.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.9% |
| 30D | +6.6% | -5.4% | +12.1% | +7.4% |
| 3M | +8.2% | -10.0% | +18.2% | +9.6% |
| 6M | -29.3% | -2.5% | -26.8% | -29.1% |
| YTD | -7.4% | -1.1% | -6.2% | -7.3% |
| 1Y | +7.9% | -3.9% | +11.8% | +8.3% |
| 3Y | +206.2% | +3.4% | +202.8% | +203.3% |
| 5Y | +397.6% | -18.9% | +416.5% | +405.6% |
| 10Y | +383.4% | +46.8% | +336.6% | +345.4% |
| All | +5,263.7% | +501.8% | +4,761.9% | +3,310.8% |
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