+440.7%
AME vs UDR
+54.6%
+386.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | -1.9% | +7.8% | -9.7% | -5.2% |
| 3M | -5.4% | -2.8% | -2.6% | -4.6% |
| 6M | +4.9% | -1.4% | +6.4% | +4.7% |
| YTD | +18.5% | +3.4% | +15.1% | +15.4% |
| 1Y | +25.5% | +9.9% | +15.6% | +18.9% |
| 3Y | +63.0% | +28.5% | +34.5% | +41.0% |
| 5Y | +78.3% | -20.5% | +98.8% | +90.1% |
| All | +440.7% | +54.6% | +386.0% | +386.2% |
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