+38.2%
AMC vs UDR
+11.4%
+26.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | +6.6% | +2.2% | +4.4% | +5.9% |
| 30D | +14.1% | +8.0% | +6.0% | +11.3% |
| 3M | +31.3% | -3.3% | +34.5% | +32.2% |
| 6M | +126.7% | +1.0% | +125.6% | +119.1% |
| YTD | +117.9% | +4.2% | +113.8% | +103.8% |
| All | +38.2% | +11.4% | +26.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling