-35.9%
AXON vs UDR
-5.5%
-30.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.0% |
| 7D | -11.0% | -3.4% | -7.6% | -9.7% |
| 30D | -24.7% | -5.4% | -19.3% | -23.0% |
| 3M | +7.0% | -10.0% | +17.0% | +12.2% |
| 6M | -9.6% | -2.5% | -7.1% | -8.5% |
| YTD | -15.7% | -1.1% | -14.6% | -14.7% |
| 1Y | -35.9% | -3.9% | -32.1% | -33.9% |
| All | -35.9% | -5.5% | -30.4% | -33.9% |
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