+55.5%
AR vs UDR
+56.7%
-1.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +2.1% | -1.8% | +3.9% | +3.0% |
| 30D | +4.5% | +7.9% | -3.4% | +0.2% |
| 3M | +1.0% | -0.8% | +1.8% | +1.0% |
| 6M | +4.4% | 0.0% | +4.5% | +3.5% |
| YTD | +10.9% | +3.7% | +7.1% | +6.8% |
| 1Y | +8.6% | +8.5% | 0.0% | +1.9% |
| 3Y | +48.5% | +26.6% | +21.9% | +26.0% |
| 5Y | +95.7% | -20.2% | +115.9% | +112.8% |
| 10Y | +55.5% | +54.7% | +0.7% | +22.8% |
| All | +55.5% | +56.7% | -1.2% | +22.8% |
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