+508.8%
AVAV vs UDR
+42.1%
+466.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +3.2% | -2.1% | +5.3% | +4.0% |
| 30D | -20.3% | -5.6% | -14.7% | -18.6% |
| 3M | -19.4% | -5.8% | -13.7% | -17.9% |
| 6M | -35.3% | -1.1% | -34.1% | -35.4% |
| YTD | -38.5% | +1.6% | -40.1% | -39.4% |
| 1Y | -37.2% | -2.7% | -34.5% | -37.3% |
| 3Y | +31.1% | +6.3% | +24.8% | +23.9% |
| 5Y | +41.0% | -19.3% | +60.3% | +46.3% |
| 10Y | +508.8% | +46.0% | +462.8% | +401.3% |
| All | +508.8% | +42.1% | +466.6% | +401.3% |
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