+325.3%
ASX vs UDR
+25.4%
+299.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.4% |
| 7D | -19.9% | +3.0% | -22.9% | -20.0% |
| 30D | -30.9% | +10.3% | -41.1% | -31.2% |
| 3M | -15.1% | -2.9% | -12.2% | -14.8% |
| 6M | -6.5% | +0.3% | -6.8% | -7.3% |
| YTD | +98.4% | +3.8% | +94.6% | +95.0% |
| 1Y | +107.9% | +12.7% | +95.1% | +100.4% |
| 3Y | +325.3% | +27.6% | +297.7% | +272.7% |
| All | +325.3% | +25.4% | +299.9% | +272.7% |
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