+137,736.4%
AMAT vs UDR
+2,878.3%
+134,858.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | -14.8% | -5.2% | -9.6% | -13.1% |
| 3M | -9.3% | -5.8% | -3.5% | -8.0% |
| 6M | +27.4% | -1.7% | +29.1% | +26.7% |
| YTD | +77.6% | +2.4% | +75.2% | +73.4% |
| 1Y | +188.9% | -2.1% | +191.1% | +186.2% |
| 3Y | +202.3% | +4.2% | +198.1% | +187.8% |
| 5Y | +248.9% | -20.0% | +268.9% | +266.5% |
| 10Y | +1,585.2% | +44.6% | +1,540.6% | +1,287.1% |
| All | +137,736.4% | +2,878.3% | +134,858.2% | +37,161.7% |
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