+153.2%
AMAT vs UDR
-21.2%
+174.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +19.3% | -2.4% | +21.7% | +20.3% |
| 30D | -17.9% | +6.7% | -24.6% | -20.0% |
| 3M | -30.4% | -1.8% | -28.7% | -30.2% |
| 6M | -11.4% | -1.8% | -9.7% | -12.3% |
| YTD | +48.8% | +2.5% | +46.2% | +43.8% |
| 1Y | +66.0% | +7.9% | +58.1% | +56.5% |
| 3Y | +158.8% | +25.1% | +133.7% | +115.9% |
| 5Y | +153.2% | -21.2% | +174.4% | +186.1% |
| All | +153.2% | -21.2% | +174.4% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling