+301.8%
AMD vs UDR
+25.4%
+276.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.1% |
| 7D | -11.0% | +3.0% | -14.0% | -11.2% |
| 30D | -30.5% | +10.3% | -40.7% | -31.2% |
| 3M | -8.2% | -2.9% | -5.3% | -7.7% |
| 6M | +6.6% | +0.3% | +6.2% | +5.4% |
| YTD | +109.7% | +3.8% | +105.9% | +105.3% |
| 1Y | +88.9% | +12.7% | +76.2% | +78.9% |
| 3Y | +301.8% | +27.6% | +274.3% | +261.4% |
| All | +301.8% | +25.4% | +276.5% | +261.4% |
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