+100,756.0%
AMAT vs UDR
+2,919.7%
+97,836.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -14.7% | +3.0% | -17.7% | -15.7% |
| 30D | -36.1% | +10.3% | -46.3% | -38.7% |
| 3M | -36.9% | -2.9% | -33.9% | -36.5% |
| 6M | -22.2% | +0.3% | -22.5% | -23.3% |
| YTD | +29.9% | +3.8% | +26.1% | +25.7% |
| 1Y | +43.3% | +12.7% | +30.5% | +34.0% |
| 3Y | +142.7% | +27.6% | +115.1% | +112.9% |
| 5Y | +126.2% | -18.6% | +144.8% | +135.5% |
| 10Y | +1,211.7% | +52.4% | +1,159.3% | +956.2% |
| All | +100,756.0% | +2,919.7% | +97,836.3% | +26,908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling