+32.2%
AWK vs UDR
+27.3%
+4.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +14.3% | +7.8% | +6.5% | +10.9% |
| 3M | +10.3% | -2.8% | +13.1% | +11.5% |
| 6M | +18.9% | -1.4% | +20.4% | +19.5% |
| YTD | +17.7% | +3.4% | +14.3% | +15.3% |
| 1Y | +16.9% | +9.9% | +7.0% | +11.4% |
| 3Y | +32.2% | +28.5% | +3.7% | +8.0% |
| All | +32.2% | +27.3% | +4.9% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling