+1,395.4%
ASML vs UDR
+50.7%
+1,344.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -9.0% | +3.0% | -12.0% | -10.0% |
| 30D | -21.0% | +10.3% | -31.2% | -23.9% |
| 3M | -16.3% | -2.9% | -13.4% | -15.7% |
| 6M | -7.5% | +0.3% | -7.9% | -8.6% |
| YTD | +34.0% | +3.8% | +30.2% | +30.3% |
| 1Y | +39.3% | +12.7% | +26.5% | +30.9% |
| 3Y | +128.9% | +27.6% | +101.3% | +99.2% |
| 5Y | +76.1% | -18.6% | +94.7% | +83.2% |
| All | +1,395.4% | +50.7% | +1,344.7% | +1,169.2% |
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