+6,351.7%
AMD vs UDR
+50.7%
+6,301.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.4% |
| 7D | -11.0% | +3.0% | -14.0% | -12.0% |
| 30D | -30.5% | +10.3% | -40.7% | -33.1% |
| 3M | -8.2% | -2.9% | -5.3% | -7.6% |
| 6M | +6.6% | +0.3% | +6.2% | +5.0% |
| YTD | +109.7% | +3.8% | +105.9% | +102.7% |
| 1Y | +88.9% | +12.7% | +76.2% | +76.0% |
| 3Y | +301.8% | +27.6% | +274.3% | +250.5% |
| 5Y | +229.4% | -18.6% | +248.0% | +243.6% |
| All | +6,351.7% | +50.7% | +6,301.1% | +5,565.9% |
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