+77,094.7%
ASML vs UDR
+1,379.0%
+75,715.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.1% |
| 7D | -19.0% | +4.5% | -23.5% | -20.5% |
| 30D | -25.9% | +9.6% | -35.5% | -28.8% |
| 3M | -19.1% | -2.7% | -16.3% | -18.5% |
| 6M | -5.7% | +1.8% | -7.5% | -7.4% |
| YTD | +27.6% | +5.0% | +22.6% | +23.3% |
| 1Y | +30.8% | +12.1% | +18.7% | +22.8% |
| 3Y | +116.2% | +26.2% | +90.1% | +89.3% |
| 5Y | +67.7% | -17.6% | +85.3% | +74.7% |
| 10Y | +1,355.3% | +54.2% | +1,301.1% | +1,011.0% |
| All | +77,094.7% | +1,379.0% | +75,715.7% | +19,514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling