+133.5%
AMT vs UDR
+56.7%
+76.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.4% |
| 30D | +4.2% | +7.9% | -3.7% | -0.2% |
| 3M | +13.4% | -0.8% | +14.2% | +13.8% |
| 6M | +9.4% | 0.0% | +9.4% | +9.2% |
| YTD | +11.7% | +3.7% | +7.9% | +8.6% |
| 1Y | +7.1% | +8.5% | -1.4% | +1.5% |
| 3Y | +15.1% | +26.6% | -11.5% | -2.1% |
| 5Y | -17.9% | -20.2% | +2.3% | -9.9% |
| 10Y | +133.5% | +54.7% | +78.8% | +88.2% |
| All | +133.5% | +56.7% | +76.8% | +88.2% |
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