-64.8%
AVTR vs UDR
-20.1%
-44.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.0% | -3.4% | +1.3% | 0.0% |
| 30D | +8.1% | -5.4% | +13.5% | +11.6% |
| 3M | +54.2% | -10.0% | +64.2% | +64.0% |
| 6M | +82.6% | -2.5% | +85.1% | +84.6% |
| YTD | +29.8% | -1.1% | +31.0% | +29.8% |
| 1Y | +18.0% | -3.9% | +21.9% | +20.4% |
| 3Y | -26.4% | +3.4% | -29.9% | -28.4% |
| All | -64.8% | -20.1% | -44.7% | -61.7% |
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