-18.5%
AMRZ vs UDR
-5.4%
-13.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | +15.1% | +10.3% | +4.8% | +11.7% |
| 3M | -18.1% | -2.9% | -15.1% | -17.7% |
| 6M | -23.5% | +0.3% | -23.8% | -23.9% |
| YTD | -21.6% | +3.8% | -25.4% | -22.6% |
| 1Y | -14.7% | +12.7% | -27.5% | -16.9% |
| All | -18.5% | -5.4% | -13.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling