+373.4%
AMD vs UDR
+27.7%
+345.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.3% |
| 7D | +13.1% | -1.8% | +14.9% | +13.3% |
| 30D | -7.0% | +7.9% | -14.9% | -7.6% |
| 3M | +16.6% | -0.8% | +17.3% | +16.9% |
| 6M | +20.5% | 0.0% | +20.5% | +19.4% |
| YTD | +158.2% | +3.7% | +154.4% | +152.9% |
| 1Y | +132.8% | +8.5% | +124.2% | +124.0% |
| All | +373.4% | +27.7% | +345.7% | +331.8% |
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