+1,433.3%
AMT vs UDR
+1,086.3%
+347.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.4% | +2.2% | -1.9% | -0.6% |
| 30D | +3.7% | +8.0% | -4.3% | +0.2% |
| 3M | +10.7% | -3.3% | +14.0% | +12.3% |
| 6M | +9.3% | +1.0% | +8.2% | +8.6% |
| YTD | +10.9% | +4.2% | +6.8% | +8.6% |
| 1Y | +10.5% | +10.8% | -0.3% | +5.2% |
| 3Y | +15.5% | +30.1% | -14.6% | +1.7% |
| 5Y | -20.6% | -18.9% | -1.7% | -14.5% |
| 10Y | +124.5% | +53.4% | +71.2% | +81.8% |
| All | +1,433.3% | +1,086.3% | +347.0% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling