-20.2%
AMRZ vs UDR
-5.8%
-14.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +13.0% | +7.8% | +5.2% | +10.4% |
| 3M | -12.1% | -2.8% | -9.3% | -11.7% |
| 6M | -19.1% | -1.4% | -17.7% | -19.2% |
| YTD | -23.3% | +3.4% | -26.7% | -24.1% |
| 1Y | -16.6% | +9.9% | -26.4% | -18.4% |
| All | -20.2% | -5.8% | -14.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling