+371.2%
AVAV vs UDR
+171.3%
+199.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.2% | +11.6% | +10.8% |
| 7D | -10.6% | +3.0% | -13.6% | -11.4% |
| 30D | -18.8% | +10.3% | -29.0% | -21.0% |
| 3M | -34.1% | -2.9% | -31.2% | -33.8% |
| 6M | -35.3% | +0.3% | -35.7% | -35.7% |
| YTD | -53.4% | +3.8% | -57.2% | -54.2% |
| 1Y | -65.6% | +12.7% | -78.4% | -67.0% |
| 3Y | -5.1% | +27.6% | -32.6% | -12.5% |
| 5Y | +18.5% | -18.6% | +37.1% | +22.0% |
| 10Y | +369.8% | +52.4% | +317.4% | +309.2% |
| All | +371.2% | +171.3% | +199.9% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling