-98.8%
AMC vs UDR
+53.3%
-152.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.6% |
| 7D | +8.4% | -2.4% | +10.8% | +10.1% |
| 30D | +9.2% | +6.7% | +2.5% | +4.7% |
| 3M | +32.0% | -1.8% | +33.8% | +33.6% |
| 6M | +149.3% | -1.8% | +151.0% | +149.0% |
| YTD | +114.1% | +2.5% | +111.6% | +107.8% |
| 1Y | +35.8% | +7.9% | +27.9% | +27.2% |
| 3Y | -58.3% | +25.1% | -83.4% | -66.4% |
| 5Y | -99.2% | -21.2% | -78.0% | -99.1% |
| All | -98.8% | +53.3% | -152.1% | -98.8% |
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