+969.7%
AWK vs UDR
+224.0%
+745.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | +5.6% | -5.2% | +10.8% | +7.1% |
| 3M | +15.9% | -5.8% | +21.6% | +17.7% |
| 6M | +4.6% | -1.7% | +6.3% | +4.9% |
| YTD | +10.1% | +2.4% | +7.7% | +9.0% |
| 1Y | +2.1% | -2.1% | +4.2% | +2.4% |
| 3Y | +9.8% | +4.2% | +5.6% | +7.7% |
| 5Y | -15.4% | -20.0% | +4.6% | -11.6% |
| 10Y | +129.4% | +44.6% | +84.8% | +108.0% |
| All | +969.7% | +224.0% | +745.7% | +688.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling