+3,847.4%
ANET vs UDR
+47.2%
+3,800.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -3.5% | +6.5% | +4.2% |
| 30D | -5.2% | -5.3% | +0.1% | -3.5% |
| 3M | +27.6% | -9.5% | +37.1% | +31.1% |
| 6M | +44.4% | -0.7% | +45.0% | +42.6% |
| YTD | +52.3% | -1.2% | +53.5% | +50.3% |
| 1Y | +30.4% | -5.7% | +36.2% | +30.7% |
| 3Y | +313.3% | +3.7% | +309.5% | +291.5% |
| 5Y | +810.0% | -18.9% | +829.0% | +850.0% |
| All | +3,847.4% | +47.2% | +3,800.2% | +3,293.3% |
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