+142.7%
AMAT vs UDR
+25.4%
+117.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | -14.7% | +3.0% | -17.7% | -14.8% |
| 30D | -36.1% | +10.3% | -46.3% | -36.6% |
| 3M | -36.9% | -2.9% | -33.9% | -36.6% |
| 6M | -22.2% | +0.3% | -22.5% | -23.1% |
| YTD | +29.9% | +3.8% | +26.1% | +27.3% |
| 1Y | +43.3% | +12.7% | +30.5% | +36.9% |
| 3Y | +142.7% | +27.6% | +115.1% | +115.2% |
| All | +142.7% | +25.4% | +117.3% | +115.2% |
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