+2,761.7%
AVGO vs UDR
+47.3%
+2,714.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +2.3% |
| 30D | -13.3% | -5.4% | -7.8% | -11.6% |
| 3M | -2.9% | -10.0% | +7.1% | +0.2% |
| 6M | +5.7% | -2.5% | +8.3% | +5.2% |
| YTD | +4.6% | -1.1% | +5.8% | +3.2% |
| 1Y | -1.6% | -3.9% | +2.2% | -2.2% |
| 3Y | +336.2% | +3.4% | +332.8% | +312.6% |
| 5Y | +695.6% | -18.9% | +714.5% | +728.7% |
| All | +2,761.7% | +47.3% | +2,714.5% | +2,403.6% |
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 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