-79.7%
AMIX vs UDR
-1.4%
-78.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -13.7% | -2.0% | -11.7% | -13.5% |
| 30D | -62.1% | -5.2% | -56.9% | -61.8% |
| 3M | -46.2% | -5.8% | -40.4% | -44.8% |
| 6M | -46.4% | -1.7% | -44.7% | -45.5% |
| YTD | -60.3% | +2.4% | -62.6% | -59.1% |
| 1Y | -79.7% | -2.1% | -77.6% | -77.4% |
| All | -79.7% | -1.4% | -78.3% | -77.4% |
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 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