-6.7%
AVAV vs UDR
+27.3%
-34.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -2.6% | +7.8% | -10.3% | -4.1% |
| 3M | -38.0% | -2.8% | -35.2% | -37.7% |
| 6M | -27.0% | -1.4% | -25.6% | -27.0% |
| YTD | -51.4% | +3.4% | -54.8% | -52.1% |
| 1Y | -60.2% | +9.9% | -70.1% | -61.4% |
| 3Y | -6.7% | +28.5% | -35.2% | -19.5% |
| All | -6.7% | +27.3% | -34.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling