-24.4%
AIG vs UDR
+2,776.7%
-2,801.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.4% | -3.4% | +1.0% | -0.5% |
| 30D | -2.9% | -5.4% | +2.5% | 0.0% |
| 3M | +0.8% | -10.0% | +10.8% | +6.5% |
| 6M | -2.7% | -2.5% | -0.1% | -1.9% |
| YTD | -11.2% | -1.1% | -10.1% | -11.6% |
| 1Y | -1.5% | -3.9% | +2.4% | -0.6% |
| 3Y | +34.4% | +3.4% | +30.9% | +27.3% |
| 5Y | +54.4% | -18.9% | +73.3% | +63.6% |
| 10Y | +64.4% | +46.8% | +17.6% | +23.8% |
| All | -24.4% | +2,776.7% | -2,801.1% | -73.7% |
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