+142.4%
AMT vs UDR
+54.6%
+87.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +6.8% | +7.8% | -0.9% | +2.3% |
| 3M | +11.2% | -2.8% | +14.0% | +12.9% |
| 6M | +12.5% | -1.4% | +13.9% | +13.1% |
| YTD | +12.5% | +3.4% | +9.1% | +9.6% |
| 1Y | +10.1% | +9.9% | +0.2% | +3.5% |
| 3Y | +16.0% | +28.5% | -12.5% | -2.2% |
| 5Y | -17.2% | -20.5% | +3.3% | -8.9% |
| All | +142.4% | +54.6% | +87.8% | +91.9% |
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 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