+164.9%
ASML vs UDR
+4.2%
+160.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +2.2% | -5.2% | +7.4% | +2.9% |
| 3M | -2.3% | -5.8% | +3.5% | -1.9% |
| 6M | +23.0% | -1.7% | +24.7% | +22.2% |
| YTD | +61.1% | +2.4% | +58.7% | +58.6% |
| 1Y | +129.1% | -2.1% | +131.2% | +128.3% |
| All | +164.9% | +4.2% | +160.7% | +144.9% |
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