+124.4%
AMDL vs UDR
+11.4%
+113.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.4% | +26.4% | +27.2% |
| 7D | +10.3% | +2.2% | +8.0% | +13.1% |
| 30D | -38.3% | +8.0% | -46.3% | -31.3% |
| 3M | -8.7% | -3.3% | -5.5% | -9.5% |
| 6M | -14.4% | +1.0% | -15.4% | -12.8% |
| YTD | +206.9% | +4.2% | +202.8% | +254.7% |
| All | +124.4% | +11.4% | +113.0% | +192.9% |
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