+14.6%
AMCR vs UDR
+47.2%
-32.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -3.5% | -2.8% | -4.9% |
| 30D | -7.8% | -5.3% | -2.5% | -5.8% |
| 3M | +7.5% | -9.5% | +17.1% | +11.9% |
| 6M | +2.7% | -0.7% | +3.3% | +2.9% |
| YTD | +6.0% | -1.2% | +7.2% | +6.3% |
| 1Y | +7.8% | -5.7% | +13.5% | +9.9% |
| 3Y | +5.8% | +3.7% | +2.1% | +3.0% |
| 5Y | -11.6% | -18.9% | +7.3% | -6.8% |
| All | +14.6% | +47.2% | -32.6% | +8.2% |
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