+1,046.6%
AXON vs UDR
+54.6%
+992.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -22.8% | +7.8% | -30.5% | -25.1% |
| 3M | -48.8% | -2.8% | -46.0% | -48.1% |
| 6M | -16.3% | -1.4% | -14.9% | -15.7% |
| YTD | -44.5% | +3.4% | -47.9% | -45.3% |
| 1Y | -43.4% | +9.9% | -53.3% | -45.7% |
| 3Y | +44.3% | +28.5% | +15.8% | +28.7% |
| 5Y | +85.1% | -20.5% | +105.6% | +97.9% |
| All | +1,046.6% | +54.6% | +992.0% | +988.2% |
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 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