-23.7%
AKAM vs UDR
+1,179.2%
-1,202.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.8% | +5.7% |
| 7D | +5.4% | -3.3% | +8.6% | +6.8% |
| 30D | -5.9% | -5.6% | -0.2% | -3.7% |
| 3M | -19.6% | -9.4% | -10.2% | -16.8% |
| 6M | +8.5% | -3.0% | +11.4% | +8.5% |
| YTD | +26.9% | -0.4% | +27.3% | +25.2% |
| 1Y | +41.7% | -5.1% | +46.8% | +42.6% |
| 3Y | +5.8% | +4.2% | +1.6% | +1.0% |
| 5Y | -2.3% | -19.5% | +17.2% | +2.7% |
| 10Y | +111.0% | +47.9% | +63.1% | +54.0% |
| All | -23.7% | +1,179.2% | -1,202.9% | -85.8% |
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