+32,043.9%
AVGO vs UDR
+418.7%
+31,625.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +25.0% | -2.4% | +27.4% | +26.1% |
| 30D | +2.0% | +6.7% | -4.7% | -0.8% |
| 3M | -12.3% | -1.8% | -10.5% | -12.0% |
| 6M | -12.8% | -1.8% | -11.0% | -13.5% |
| YTD | +5.9% | +2.5% | +3.3% | +2.7% |
| 1Y | +3.3% | +7.9% | -4.6% | -2.1% |
| 3Y | +293.1% | +25.1% | +268.0% | +242.4% |
| 5Y | +606.7% | -21.2% | +627.9% | +644.4% |
| 10Y | +2,733.6% | +52.9% | +2,680.7% | +2,071.4% |
| All | +32,043.9% | +418.7% | +31,625.2% | +15,485.1% |
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