+433.0%
AME vs UDR
+47.2%
+385.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +1.7% | -3.5% | +5.2% | +3.3% |
| 30D | -6.4% | -5.3% | -1.1% | -4.3% |
| 3M | +7.1% | -9.5% | +16.6% | +11.3% |
| 6M | +8.2% | -0.7% | +8.8% | +7.7% |
| YTD | +18.2% | -1.2% | +19.3% | +17.7% |
| 1Y | +26.7% | -5.7% | +32.5% | +28.7% |
| 3Y | +60.7% | +3.7% | +57.0% | +53.5% |
| 5Y | +91.6% | -18.9% | +110.5% | +102.1% |
| All | +433.0% | +47.2% | +385.8% | +386.9% |
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 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