+5,025.2%
AON vs UDR
+2,856.2%
+2,169.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -3.2% | -2.1% | -1.2% | -2.7% |
| 30D | -11.9% | -5.6% | -6.2% | -10.5% |
| 3M | -2.9% | -5.8% | +2.9% | -1.3% |
| 6M | -6.8% | -1.1% | -5.7% | -6.7% |
| YTD | -10.1% | +1.6% | -11.7% | -10.7% |
| 1Y | -14.2% | -2.7% | -11.6% | -13.9% |
| 3Y | -3.3% | +6.3% | -9.6% | -6.0% |
| 5Y | +13.6% | -19.3% | +32.9% | +18.1% |
| 10Y | +209.2% | +46.0% | +163.2% | +171.3% |
| All | +5,025.2% | +2,856.2% | +2,169.0% | +2,378.3% |
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 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