-98.7%
AMC vs UDR
+54.2%
-152.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | +6.6% | +2.2% | +4.4% | +5.2% |
| 30D | +14.1% | +8.0% | +6.0% | +8.5% |
| 3M | +31.3% | -3.3% | +34.5% | +34.2% |
| 6M | +126.7% | +1.0% | +125.6% | +122.2% |
| YTD | +117.9% | +4.2% | +113.8% | +109.4% |
| 1Y | +41.1% | +10.8% | +30.2% | +29.8% |
| 3Y | -61.0% | +30.1% | -91.1% | -69.4% |
| 5Y | -99.1% | -18.9% | -80.2% | -99.1% |
| 10Y | -98.7% | +53.4% | -152.1% | -98.7% |
| All | -98.7% | +54.2% | -152.8% | -98.7% |
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 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