+7.2%
AVTR vs UDR
+8.2%
-1.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +0.5% | -0.4% | +0.8% | +0.6% |
| 30D | -1.0% | +7.8% | -8.8% | -4.7% |
| 3M | +12.2% | -2.8% | +15.0% | +13.5% |
| 6M | +97.5% | -1.4% | +98.9% | +98.4% |
| YTD | +35.6% | +3.4% | +32.2% | +32.6% |
| 1Y | +32.8% | +9.9% | +23.0% | +26.0% |
| 3Y | -16.5% | +28.5% | -45.0% | -25.8% |
| 5Y | -59.1% | -20.5% | -38.6% | -55.9% |
| All | +7.2% | +8.2% | -1.0% | +13.2% |
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