+674.6%
AU vs UDR
-20.1%
+694.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -7.0% | -3.4% | -3.6% | -6.0% |
| 30D | +7.3% | -5.4% | +12.7% | +9.1% |
| 3M | +33.2% | -10.0% | +43.2% | +37.2% |
| 6M | -0.6% | -2.5% | +1.9% | -0.3% |
| YTD | +26.2% | -1.1% | +27.3% | +25.9% |
| 1Y | +68.3% | -3.9% | +72.2% | +69.2% |
| 3Y | +592.1% | +3.4% | +588.7% | +561.6% |
| All | +674.6% | -20.1% | +694.7% | +659.8% |
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