+295.8%
AMD vs UDR
-21.2%
+317.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.3% |
| 7D | +44.7% | -2.4% | +47.1% | +46.1% |
| 30D | -3.3% | +6.7% | -10.0% | -6.3% |
| 3M | +21.2% | -1.8% | +23.0% | +21.5% |
| 6M | +30.6% | -1.8% | +32.3% | +29.2% |
| YTD | +173.3% | +2.5% | +170.8% | +162.2% |
| 1Y | +126.1% | +7.9% | +118.2% | +109.8% |
| 3Y | +393.5% | +25.1% | +368.5% | +295.2% |
| 5Y | +295.8% | -21.2% | +316.9% | +364.2% |
| All | +295.8% | -21.2% | +317.0% | +364.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling