+379.1%
AVAV vs UDR
+54.2%
+324.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.4% | +12.2% | +12.5% |
| 7D | +3.2% | +2.2% | +0.9% | +2.1% |
| 30D | -7.4% | +8.0% | -15.5% | -10.3% |
| 3M | -32.0% | -3.3% | -28.8% | -31.4% |
| 6M | -24.6% | +1.0% | -25.6% | -25.4% |
| YTD | -47.5% | +4.2% | -51.7% | -48.9% |
| 1Y | -61.5% | +10.8% | -72.3% | -63.5% |
| 3Y | +5.5% | +30.1% | -24.7% | -8.7% |
| 5Y | +35.7% | -18.9% | +54.7% | +40.3% |
| 10Y | +379.1% | +53.4% | +325.7% | +286.7% |
| All | +379.1% | +54.2% | +324.9% | +286.7% |
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