-16.7%
AWK vs UDR
-20.7%
+4.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.9% |
| 7D | +0.6% | -3.3% | +3.9% | +2.2% |
| 30D | +4.3% | -5.6% | +9.9% | +7.2% |
| 3M | +12.5% | -9.4% | +21.9% | +17.8% |
| 6M | +3.3% | -3.0% | +6.3% | +4.4% |
| YTD | +9.8% | -0.4% | +10.2% | +9.1% |
| 1Y | +2.9% | -5.1% | +8.0% | +4.7% |
| 3Y | +9.6% | +4.2% | +5.4% | +3.8% |
| 5Y | -16.7% | -19.5% | +2.9% | -11.4% |
| All | -16.7% | -20.7% | +4.0% | -11.4% |
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 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