-98.9%
AMC vs UDR
+42.1%
-141.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.9% |
| 7D | -0.8% | -2.1% | +1.3% | +0.6% |
| 30D | -1.2% | -5.6% | +4.5% | +2.7% |
| 3M | +42.2% | -5.8% | +48.0% | +46.6% |
| 6M | +118.8% | -1.1% | +119.9% | +118.3% |
| YTD | +64.1% | +1.6% | +62.5% | +60.3% |
| 1Y | -9.5% | -2.7% | -6.9% | -9.6% |
| 3Y | -64.3% | +6.3% | -70.6% | -67.6% |
| 5Y | -99.5% | -19.3% | -80.1% | -99.4% |
| 10Y | -98.9% | +46.0% | -144.9% | -99.0% |
| All | -98.9% | +42.1% | -141.0% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling