+123.4%
AS vs UDR
+14.2%
+109.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +3.9% | +7.8% | -3.9% | +0.4% |
| 3M | -9.6% | -2.8% | -6.8% | -8.5% |
| 6M | -8.7% | -1.4% | -7.2% | -8.6% |
| YTD | -19.8% | +3.4% | -23.2% | -21.8% |
| 1Y | -1.5% | +9.9% | -11.4% | -6.8% |
| All | +123.4% | +14.2% | +109.3% | +112.8% |
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 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