-32.3%
AMT vs UDR
-18.0%
-14.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | -0.2% | -2.1% | +1.9% | +1.1% |
| 30D | +1.8% | -5.6% | +7.5% | +5.5% |
| 3M | -6.2% | -5.8% | -0.4% | -2.9% |
| 6M | -5.0% | -1.1% | -3.9% | -4.7% |
| YTD | +2.1% | +1.6% | +0.4% | +0.3% |
| 1Y | -5.7% | -2.7% | -3.1% | -5.0% |
| 3Y | +7.9% | +6.3% | +1.6% | 0.0% |
| 5Y | -32.3% | -19.3% | -13.0% | -25.4% |
| All | -32.3% | -18.0% | -14.3% | -25.4% |
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