+54.3%
AR vs UDR
+54.6%
-0.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +7.4% | -0.4% | +7.8% | +7.6% |
| 30D | +5.8% | +7.8% | -2.0% | +1.4% |
| 3M | +5.2% | -2.8% | +8.0% | +6.3% |
| 6M | +5.4% | -1.4% | +6.9% | +5.3% |
| YTD | +12.4% | +3.4% | +9.0% | +8.5% |
| 1Y | +12.8% | +9.9% | +2.9% | +5.1% |
| 3Y | +47.2% | +28.5% | +18.7% | +23.9% |
| 5Y | +101.1% | -20.5% | +121.6% | +119.1% |
| All | +54.3% | +54.6% | -0.3% | +23.1% |
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