+98.1%
AR vs UDR
-19.0%
+117.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -5.8% | +2.0% | -7.8% | -6.8% |
| 30D | +4.8% | +7.9% | -3.1% | +0.7% |
| 3M | +1.5% | -1.5% | +3.0% | +1.9% |
| 6M | +4.7% | +0.9% | +3.8% | +3.4% |
| YTD | +9.2% | +4.0% | +5.2% | +5.2% |
| 1Y | +11.2% | +10.4% | +0.8% | +3.4% |
| 3Y | +46.2% | +26.9% | +19.3% | +22.0% |
| 5Y | +98.1% | -19.4% | +117.4% | +123.3% |
| All | +98.1% | -19.0% | +117.1% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling