+2.1%
AVTR vs UDR
+3.4%
-1.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.1% | -3.5% | +2.4% | +0.7% |
| 30D | +6.3% | -5.3% | +11.6% | +9.1% |
| 3M | +53.3% | -9.5% | +62.8% | +61.0% |
| 6M | +78.6% | -0.7% | +79.3% | +78.7% |
| YTD | +29.2% | -1.2% | +30.4% | +29.4% |
| 1Y | +13.8% | -5.7% | +19.6% | +17.0% |
| 3Y | -27.4% | +3.7% | -31.2% | -28.8% |
| 5Y | -65.0% | -18.9% | -46.1% | -62.4% |
| All | +2.1% | +3.4% | -1.2% | +10.5% |
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