+2,155.8%
AMP vs UDR
+270.7%
+1,885.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | -2.0% | -3.4% | +1.3% | +0.3% |
| 30D | -1.7% | -5.4% | +3.8% | +2.1% |
| 3M | +23.2% | -10.0% | +33.2% | +31.8% |
| 6M | +22.2% | -2.5% | +24.7% | +22.9% |
| YTD | +14.0% | -1.1% | +15.1% | +13.1% |
| 1Y | +14.0% | -3.9% | +17.9% | +15.0% |
| 3Y | +67.0% | +3.4% | +63.5% | +55.6% |
| 5Y | +123.2% | -18.9% | +142.1% | +140.6% |
| 10Y | +578.5% | +46.8% | +531.7% | +369.5% |
| All | +2,155.8% | +270.7% | +1,885.1% | +549.0% |
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