+2.1%
AWK vs UDR
-1.4%
+3.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +2.5% |
| 30D | +5.6% | -5.2% | +10.8% | +7.6% |
| 3M | +15.9% | -5.8% | +21.6% | +18.5% |
| 6M | +4.6% | -1.7% | +6.3% | +5.7% |
| YTD | +10.1% | +2.4% | +7.7% | +7.4% |
| 1Y | +2.1% | -2.1% | +4.2% | +2.9% |
| All | +2.1% | -1.4% | +3.5% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling