+930.3%
ATI vs UDR
+54.6%
+875.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.3% |
| 7D | +4.2% | -0.4% | +4.5% | +4.4% |
| 30D | -2.5% | +7.8% | -10.3% | -8.3% |
| 3M | -19.4% | -2.8% | -16.6% | -18.4% |
| 6M | +11.1% | -1.4% | +12.5% | +9.8% |
| YTD | +59.5% | +3.4% | +56.1% | +50.9% |
| 1Y | +85.8% | +9.9% | +75.9% | +67.2% |
| 3Y | +311.9% | +28.5% | +283.4% | +215.7% |
| 5Y | +963.2% | -20.5% | +983.7% | +1,083.4% |
| All | +930.3% | +54.6% | +875.7% | +697.3% |
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