+301.2%
AMKR vs UDR
+1,051.4%
-750.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +5.5% | -3.4% | +8.9% | +7.4% |
| 30D | -8.6% | -5.4% | -3.2% | -6.1% |
| 3M | -28.7% | -10.0% | -18.7% | -25.5% |
| 6M | +13.3% | -2.5% | +15.8% | +12.8% |
| YTD | +26.1% | -1.1% | +27.2% | +24.3% |
| 1Y | +101.2% | -3.9% | +105.1% | +100.7% |
| 3Y | +127.7% | +3.4% | +124.3% | +117.7% |
| 5Y | +90.9% | -18.9% | +109.8% | +105.6% |
| 10Y | +512.5% | +46.8% | +465.7% | +361.7% |
| All | +301.2% | +1,051.4% | -750.2% | +0.5% |
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 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