+40.4%
AVAV vs UDR
-19.6%
+60.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -2.2% | -2.0% | -0.2% | -1.5% |
| 30D | -13.9% | -5.2% | -8.7% | -12.3% |
| 3M | -29.2% | -5.8% | -23.4% | -27.9% |
| 6M | -36.1% | -1.7% | -34.4% | -36.1% |
| YTD | -40.2% | +2.4% | -42.6% | -41.3% |
| 1Y | -36.2% | -2.1% | -34.1% | -36.4% |
| 3Y | +47.5% | +4.2% | +43.3% | +39.7% |
| All | +40.4% | -19.6% | +60.1% | +31.5% |
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 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