+117.9%
ASML vs UDR
+26.8%
+91.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.3% |
| 7D | -19.0% | +4.5% | -23.5% | -19.3% |
| 30D | -25.9% | +9.6% | -35.5% | -26.6% |
| 3M | -19.1% | -2.7% | -16.3% | -18.7% |
| 6M | -5.7% | +1.8% | -7.5% | -6.6% |
| YTD | +27.6% | +5.0% | +22.6% | +25.5% |
| 1Y | +30.8% | +12.1% | +18.7% | +26.9% |
| All | +117.9% | +26.8% | +91.1% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling