+132.1%
AWK vs UDR
+47.3%
+84.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.7% | -3.4% | +2.6% | +1.0% |
| 30D | +2.8% | -5.4% | +8.2% | +5.7% |
| 3M | +11.3% | -10.0% | +21.3% | +17.2% |
| 6M | +6.7% | -2.5% | +9.3% | +7.6% |
| YTD | +9.4% | -1.1% | +10.5% | +9.1% |
| 1Y | +3.7% | -3.9% | +7.6% | +4.9% |
| 3Y | +9.2% | +3.4% | +5.8% | +4.4% |
| 5Y | -15.7% | -18.9% | +3.2% | -9.9% |
| All | +132.1% | +47.3% | +84.8% | +76.4% |
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