+102.5%
AMDL vs UDR
+9.9%
+92.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.9% | -18.4% | -17.6% |
| 7D | +37.2% | -0.4% | +37.6% | +37.2% |
| 30D | -24.0% | +7.8% | -31.8% | -24.7% |
| 3M | -1.0% | -2.8% | +1.8% | -0.1% |
| 6M | -3.2% | -1.4% | -1.8% | -5.1% |
| YTD | +232.2% | +3.4% | +228.8% | +216.0% |
| 1Y | +137.7% | +9.9% | +127.9% | +114.8% |
| All | +102.5% | +9.9% | +92.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling