+54,805.5%
AMGN vs UDR
+2,856.1%
+51,949.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.3% | -9.9% |
| 7D | -10.3% | -2.1% | -8.2% | -9.8% |
| 30D | -3.8% | -5.6% | +1.9% | -2.5% |
| 3M | +14.4% | -5.8% | +20.2% | +15.9% |
| 6M | +7.8% | -1.1% | +8.9% | +7.9% |
| YTD | +22.6% | +1.6% | +21.0% | +21.9% |
| 1Y | +44.2% | -2.7% | +46.9% | +44.7% |
| 3Y | +65.8% | +6.3% | +59.5% | +62.4% |
| 5Y | +108.0% | -19.3% | +127.3% | +114.2% |
| 10Y | +209.9% | +46.0% | +163.9% | +173.7% |
| All | +54,805.5% | +2,856.1% | +51,949.4% | +26,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling