+528.2%
AMKR vs UDR
+47.2%
+481.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +8.3% | -3.5% | +11.8% | +10.3% |
| 30D | -6.8% | -5.3% | -1.5% | -4.3% |
| 3M | -31.9% | -9.5% | -22.4% | -29.1% |
| 6M | +18.4% | -0.7% | +19.0% | +16.3% |
| YTD | +31.7% | -1.2% | +32.8% | +29.4% |
| 1Y | +105.2% | -5.7% | +111.0% | +106.6% |
| 3Y | +147.7% | +3.7% | +144.0% | +135.3% |
| 5Y | +99.4% | -18.9% | +118.3% | +114.5% |
| All | +528.2% | +47.2% | +481.0% | +447.5% |
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