-59.6%
AVTR vs UDR
-20.8%
-38.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +0.5% | -0.4% | +0.8% | +0.7% |
| 30D | -1.0% | +7.8% | -8.8% | -5.5% |
| 3M | +12.2% | -2.8% | +15.0% | +13.8% |
| 6M | +97.5% | -1.4% | +98.9% | +98.5% |
| YTD | +35.6% | +3.4% | +32.2% | +31.7% |
| 1Y | +32.8% | +9.9% | +23.0% | +24.2% |
| 3Y | -16.5% | +28.5% | -45.0% | -28.4% |
| All | -59.6% | -20.8% | -38.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling