+297.5%
AVGO vs UDR
+26.2%
+271.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.6% |
| 7D | +25.0% | -2.4% | +27.4% | +25.0% |
| 30D | +2.0% | +6.7% | -4.7% | +1.7% |
| 3M | -12.3% | -1.8% | -10.5% | -12.2% |
| 6M | -12.8% | -1.8% | -11.0% | -13.5% |
| YTD | +5.9% | +2.5% | +3.3% | +4.0% |
| 1Y | +3.3% | +7.9% | -4.6% | +0.2% |
| All | +297.5% | +26.2% | +271.2% | +269.9% |
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