+97.2%
AMCR vs UDR
+121.7%
-24.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.1% |
| 7D | -6.3% | -3.3% | -3.0% | -5.2% |
| 30D | -7.1% | -5.6% | -1.5% | -5.3% |
| 3M | +12.7% | -9.4% | +22.1% | +16.4% |
| 6M | +5.2% | -3.0% | +8.1% | +6.1% |
| YTD | +8.1% | -0.4% | +8.5% | +8.0% |
| 1Y | +11.7% | -5.1% | +16.9% | +13.3% |
| 3Y | +9.9% | +4.2% | +5.7% | +7.7% |
| 5Y | -8.7% | -19.5% | +10.9% | -4.5% |
| 10Y | +16.8% | +47.9% | -31.1% | +11.0% |
| All | +97.2% | +121.7% | -24.5% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling