+1,121.6%
ATI vs UDR
+1,212.4%
-90.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.1% |
| 7D | +3.2% | -2.1% | +5.2% | +4.6% |
| 30D | -9.0% | -5.6% | -3.4% | -5.6% |
| 3M | +15.1% | -5.8% | +20.9% | +18.5% |
| 6M | +38.1% | -1.1% | +39.2% | +37.4% |
| YTD | +80.7% | +1.6% | +79.0% | +75.5% |
| 1Y | +167.5% | -2.7% | +170.2% | +165.6% |
| 3Y | +366.0% | +6.3% | +359.7% | +328.9% |
| 5Y | +1,088.8% | -19.3% | +1,108.1% | +1,189.6% |
| 10Y | +1,055.0% | +46.0% | +1,009.0% | +767.2% |
| All | +1,121.6% | +1,212.4% | -90.8% | +207.0% |
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