-99.3%
AMC vs UDR
-18.0%
-81.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.8% |
| 7D | +2.6% | +3.0% | -0.4% | +0.6% |
| 30D | +9.0% | +10.3% | -1.2% | +1.3% |
| 3M | +22.2% | -2.9% | +25.1% | +25.0% |
| 6M | +91.5% | +0.3% | +91.1% | +87.5% |
| YTD | +101.3% | +3.8% | +97.5% | +91.4% |
| 1Y | +20.8% | +12.7% | +8.0% | +6.9% |
| 3Y | -71.3% | +27.6% | -98.9% | -80.1% |
| All | -99.3% | -18.0% | -81.3% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling