+1,092.5%
ATI vs UDR
-19.7%
+1,112.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +2.4% | -3.3% | +5.7% | +4.0% |
| 30D | -9.5% | -5.6% | -3.8% | -7.1% |
| 3M | +10.4% | -9.4% | +19.8% | +14.9% |
| 6M | +31.8% | -3.0% | +34.8% | +32.1% |
| YTD | +80.0% | -0.4% | +80.4% | +77.1% |
| 1Y | +175.8% | -5.1% | +181.0% | +177.8% |
| 3Y | +364.2% | +4.2% | +360.0% | +342.8% |
| All | +1,092.5% | -19.7% | +1,112.2% | +1,168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling