-67.4%
AMC vs UDR
+6.2%
-73.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | -2.0% | +4.3% | +3.1% |
| 30D | -0.7% | -5.2% | +4.4% | +1.4% |
| 3M | +35.2% | -5.8% | +41.0% | +37.6% |
| 6M | +124.6% | -1.7% | +126.3% | +123.1% |
| YTD | +69.9% | +2.4% | +67.5% | +65.7% |
| 1Y | -2.6% | -2.1% | -0.5% | -3.1% |
| All | -67.4% | +6.2% | -73.6% | -66.6% |
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