+30,513.3%
AVGO vs UDR
+423.2%
+30,090.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -5.1% |
| 7D | +18.2% | -0.4% | +18.5% | +18.3% |
| 30D | +0.2% | +7.8% | -7.5% | -2.9% |
| 3M | -16.8% | -2.8% | -14.0% | -16.2% |
| 6M | -16.5% | -1.4% | -15.0% | -17.3% |
| YTD | +0.8% | +3.4% | -2.6% | -2.6% |
| 1Y | +2.8% | +9.9% | -7.0% | -3.3% |
| 3Y | +278.5% | +28.5% | +250.0% | +226.0% |
| 5Y | +573.1% | -20.5% | +593.6% | +606.4% |
| 10Y | +2,598.7% | +54.2% | +2,544.4% | +1,960.9% |
| All | +30,513.3% | +423.2% | +30,090.1% | +14,691.4% |
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