+11,477.5%
AMD vs UDR
+2,878.3%
+8,599.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.0% | +4.6% | +3.5% |
| 30D | -0.9% | -5.2% | +4.3% | +1.3% |
| 3M | -8.7% | -5.8% | -2.9% | -7.2% |
| 6M | +136.3% | -1.7% | +138.0% | +135.1% |
| YTD | +123.0% | +2.4% | +120.6% | +117.1% |
| 1Y | +195.2% | -2.1% | +197.3% | +191.1% |
| 3Y | +336.3% | +4.2% | +332.1% | +313.1% |
| 5Y | +334.5% | -20.0% | +354.5% | +363.0% |
| 10Y | +6,259.1% | +44.6% | +6,214.5% | +4,794.7% |
| All | +11,477.5% | +2,878.3% | +8,599.2% | +2,578.0% |
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