+170.1%
AMAT vs UDR
+27.7%
+142.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +6.1% |
| 7D | +7.0% | -1.8% | +8.7% | +7.0% |
| 30D | -20.6% | +7.9% | -28.5% | -21.0% |
| 3M | -24.8% | -0.8% | -24.0% | -24.6% |
| 6M | -10.7% | 0.0% | -10.7% | -11.6% |
| YTD | +54.3% | +3.7% | +50.5% | +51.3% |
| 1Y | +73.7% | +8.5% | +65.2% | +68.2% |
| All | +170.1% | +27.7% | +142.4% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling