+1,370.8%
AMAT vs UDR
+53.1%
+1,317.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | +2.0% | -4.5% | -3.4% |
| 30D | -26.5% | +7.9% | -34.4% | -29.3% |
| 3M | -28.6% | -1.5% | -27.1% | -28.5% |
| 6M | -14.2% | +0.9% | -15.1% | -16.1% |
| YTD | +45.5% | +4.0% | +41.5% | +39.3% |
| 1Y | +59.3% | +10.4% | +49.0% | +47.9% |
| 3Y | +153.1% | +26.9% | +126.2% | +112.1% |
| 5Y | +158.2% | -19.4% | +177.5% | +173.3% |
| 10Y | +1,370.8% | +57.0% | +1,313.8% | +1,077.3% |
| All | +1,370.8% | +53.1% | +1,317.7% | +1,077.3% |
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