+672.3%
AU vs UDR
+47.2%
+625.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.3% | -3.5% | -0.8% | -3.8% |
| 30D | +7.3% | -5.3% | +12.6% | +8.2% |
| 3M | +26.3% | -9.5% | +35.9% | +28.1% |
| 6M | +1.8% | -0.7% | +2.4% | +1.7% |
| YTD | +26.8% | -1.2% | +28.0% | +26.8% |
| 1Y | +66.7% | -5.7% | +72.4% | +67.7% |
| 3Y | +579.1% | +3.7% | +575.3% | +569.8% |
| 5Y | +689.3% | -18.9% | +708.3% | +686.3% |
| All | +672.3% | +47.2% | +625.1% | +563.3% |
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