-58.9%
AMC vs UDR
+27.3%
-86.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +12.5% | +7.8% | +4.7% | +9.7% |
| 3M | +23.6% | -2.8% | +26.4% | +24.7% |
| 6M | +144.4% | -1.4% | +145.8% | +143.4% |
| YTD | +108.3% | +3.4% | +104.9% | +103.1% |
| 1Y | +38.9% | +9.9% | +29.0% | +32.6% |
| 3Y | -58.9% | +28.5% | -87.4% | -68.6% |
| All | -58.9% | +27.3% | -86.2% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling