+109.1%
AMDL vs UDR
+14.9%
+94.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +6.1% |
| 7D | -30.7% | +7.2% | -38.0% | -24.3% |
| 30D | -43.8% | +10.5% | -54.2% | -36.0% |
| 3M | -24.5% | -2.3% | -22.2% | -23.9% |
| 6M | +44.7% | +4.0% | +40.7% | +50.6% |
| YTD | +204.0% | +5.6% | +198.4% | +249.0% |
| 1Y | +109.1% | +13.0% | +96.0% | +152.7% |
| All | +109.1% | +14.9% | +94.2% | +152.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling