+1,090.2%
ATI vs UDR
+47.2%
+1,043.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.6% | -3.5% | -2.2% | -3.1% |
| 30D | -13.7% | -5.3% | -8.4% | -10.3% |
| 3M | -0.4% | -9.5% | +9.2% | +6.1% |
| 6M | +26.2% | -0.7% | +26.9% | +24.7% |
| YTD | +73.2% | -1.2% | +74.4% | +70.6% |
| 1Y | +161.6% | -5.7% | +167.4% | +165.6% |
| 3Y | +346.2% | +3.7% | +342.4% | +309.0% |
| 5Y | +1,047.6% | -18.9% | +1,066.6% | +1,150.4% |
| All | +1,090.2% | +47.2% | +1,043.0% | +838.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling