+32,355.3%
AVGO vs UDR
+414.1%
+31,941.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | -13.8% | -5.6% | -8.2% | -12.0% |
| 3M | -6.9% | -5.8% | -1.1% | -5.4% |
| 6M | +11.9% | -1.1% | +13.0% | +10.8% |
| YTD | +6.9% | +1.6% | +5.3% | +4.4% |
| 1Y | +7.4% | -2.7% | +10.1% | +6.2% |
| 3Y | +345.6% | +6.3% | +339.3% | +317.2% |
| 5Y | +718.9% | -19.3% | +738.2% | +755.5% |
| 10Y | +2,755.4% | +46.0% | +2,709.4% | +2,135.1% |
| All | +32,355.3% | +414.1% | +31,941.2% | +15,741.0% |
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