+1,180.9%
AXON vs UDR
+54.2%
+1,126.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -28.7% | +2.2% | -31.0% | -29.3% |
| 30D | -28.3% | +8.0% | -36.4% | -30.5% |
| 3M | -46.9% | -3.3% | -43.6% | -46.2% |
| 6M | -24.9% | +1.0% | -25.9% | -25.1% |
| YTD | -46.6% | +4.2% | -50.8% | -47.5% |
| 1Y | -49.7% | +10.8% | -60.5% | -51.9% |
| 3Y | +40.6% | +30.1% | +10.4% | +25.0% |
| 5Y | +71.9% | -18.9% | +90.8% | +82.1% |
| 10Y | +1,180.9% | +53.4% | +1,127.5% | +1,191.7% |
| All | +1,180.9% | +54.2% | +1,126.7% | +1,191.7% |
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