+5,397.9%
ANET vs UDR
+92.7%
+5,305.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.3% | -3.4% | +2.1% | -0.2% |
| 30D | -4.5% | -5.4% | +1.0% | -2.8% |
| 3M | +24.5% | -10.0% | +34.5% | +28.1% |
| 6M | +35.4% | -2.5% | +37.9% | +34.7% |
| YTD | +44.2% | -1.1% | +45.4% | +42.4% |
| 1Y | +25.4% | -3.9% | +29.3% | +24.8% |
| 3Y | +284.8% | +3.4% | +281.3% | +265.9% |
| 5Y | +761.7% | -18.9% | +780.6% | +797.4% |
| 10Y | +3,691.2% | +46.8% | +3,644.4% | +3,060.7% |
| All | +5,397.9% | +92.7% | +5,305.2% | +4,306.0% |
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