+44.9%
AMZN vs UDR
-20.7%
+65.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -1.0% | -3.3% | +2.2% | +0.5% |
| 30D | -9.2% | -5.6% | -3.6% | -6.8% |
| 3M | +3.4% | -9.4% | +12.8% | +7.7% |
| 6M | +18.2% | -3.0% | +21.2% | +18.9% |
| YTD | +9.3% | -0.4% | +9.7% | +8.3% |
| 1Y | +5.9% | -5.1% | +11.1% | +7.3% |
| 3Y | +82.6% | +4.2% | +78.4% | +72.7% |
| 5Y | +44.9% | -19.5% | +64.4% | +63.9% |
| All | +44.9% | -20.7% | +65.6% | +63.9% |
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 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