+1,591.4%
AMAT vs UDR
+43.5%
+1,548.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.6% |
| 30D | -14.8% | -5.2% | -9.6% | -12.8% |
| 3M | -9.3% | -5.8% | -3.5% | -7.8% |
| 6M | +27.4% | -1.7% | +29.1% | +26.4% |
| YTD | +77.6% | +2.4% | +75.2% | +72.1% |
| 1Y | +188.9% | -2.1% | +191.1% | +185.2% |
| 3Y | +202.3% | +4.2% | +198.1% | +182.2% |
| 5Y | +248.9% | -20.0% | +268.9% | +271.0% |
| All | +1,591.4% | +43.5% | +1,548.0% | +1,283.8% |
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 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