+569.3%
AMP vs UDR
+47.2%
+522.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -3.5% | +2.9% | +1.7% |
| 30D | -1.3% | -5.3% | +4.0% | +2.0% |
| 3M | +24.2% | -9.5% | +33.7% | +31.7% |
| 6M | +24.6% | -0.7% | +25.2% | +23.8% |
| YTD | +14.8% | -1.2% | +16.0% | +14.1% |
| 1Y | +12.8% | -5.7% | +18.5% | +15.2% |
| 3Y | +69.0% | +3.7% | +65.2% | +57.8% |
| 5Y | +124.9% | -18.9% | +143.8% | +143.7% |
| All | +569.3% | +47.2% | +522.1% | +521.3% |
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