+105.4%
AMT vs UDR
+44.7%
+60.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | +1.5% | -3.3% | +4.7% | +3.3% |
| 30D | +3.7% | -5.6% | +9.4% | +7.2% |
| 3M | -7.2% | -9.4% | +2.2% | -2.0% |
| 6M | -4.2% | -3.0% | -1.2% | -2.8% |
| YTD | +1.9% | -0.4% | +2.3% | +1.5% |
| 1Y | -6.4% | -5.1% | -1.2% | -4.3% |
| 3Y | +7.7% | +4.2% | +3.5% | +2.5% |
| 5Y | -30.9% | -19.5% | -11.4% | -24.4% |
| 10Y | +105.4% | +47.9% | +57.5% | +61.0% |
| All | +105.4% | +44.7% | +60.7% | +61.0% |
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 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