-29.4%
AXON vs UDR
-1.4%
-28.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | -2.0% | -12.2% | -13.5% |
| 30D | -15.4% | -5.2% | -10.2% | -13.6% |
| 3M | +0.5% | -5.8% | +6.3% | +3.2% |
| 6M | -9.5% | -1.7% | -7.8% | -9.0% |
| YTD | -9.2% | +2.4% | -11.6% | -9.3% |
| 1Y | -29.4% | -2.1% | -27.3% | -29.2% |
| All | -29.4% | -1.4% | -28.0% | -29.2% |
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 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