+97,349.8%
ASML vs UDR
+1,341.7%
+96,008.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | +2.2% | -5.2% | +7.4% | +4.3% |
| 3M | -2.3% | -5.8% | +3.5% | -0.6% |
| 6M | +23.0% | -1.7% | +24.7% | +22.9% |
| YTD | +61.1% | +2.4% | +58.7% | +57.9% |
| 1Y | +129.1% | -2.1% | +131.2% | +127.7% |
| 3Y | +165.4% | +4.2% | +161.1% | +152.1% |
| 5Y | +109.5% | -20.0% | +129.5% | +121.3% |
| 10Y | +1,645.7% | +44.6% | +1,601.1% | +1,271.7% |
| All | +97,349.8% | +1,341.7% | +96,008.0% | +25,005.4% |
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