+89.4%
ASML vs UDR
-19.1%
+108.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +2.0% | -4.9% | -3.7% |
| 30D | -15.2% | +7.9% | -23.1% | -17.9% |
| 3M | -12.9% | -1.5% | -11.4% | -12.7% |
| 6M | -5.0% | +0.9% | -5.9% | -6.6% |
| YTD | +41.8% | +4.0% | +37.8% | +37.0% |
| 1Y | +46.0% | +10.4% | +35.7% | +36.9% |
| 3Y | +133.5% | +26.9% | +106.6% | +90.7% |
| All | +89.4% | -19.1% | +108.5% | +112.2% |
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 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