+101.8%
AKAM vs UDR
+47.3%
+54.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.4% |
| 30D | -8.2% | -5.4% | -2.7% | -7.0% |
| 3M | -17.6% | -10.0% | -7.6% | -15.8% |
| 6M | +2.5% | -2.5% | +5.1% | +2.3% |
| YTD | +22.8% | -1.1% | +23.9% | +21.8% |
| 1Y | +39.6% | -3.9% | +43.5% | +39.5% |
| 3Y | +2.3% | +3.4% | -1.1% | 0.0% |
| 5Y | -4.3% | -18.9% | +14.6% | -1.9% |
| All | +101.8% | +47.3% | +54.5% | +81.4% |
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