+117.8%
AMDL vs UDR
+8.0%
+109.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +11.8% |
| 7D | +19.9% | -2.1% | +22.0% | +20.4% |
| 30D | +6.3% | -5.6% | +11.9% | +7.5% |
| 3M | -9.9% | -5.8% | -4.1% | -10.2% |
| 6M | +394.3% | -1.1% | +395.4% | +379.9% |
| YTD | +257.3% | +1.6% | +255.7% | +239.7% |
| 1Y | +508.5% | -2.7% | +511.2% | +496.5% |
| All | +117.8% | +8.0% | +109.8% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling