+176.9%
AXON vs UDR
-18.0%
+194.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -2.5% | -2.1% | -0.4% | -1.5% |
| 30D | -11.5% | -5.6% | -5.9% | -9.1% |
| 3M | +7.3% | -5.8% | +13.1% | +10.4% |
| 6M | -11.9% | -1.1% | -10.8% | -11.6% |
| YTD | -11.0% | +1.6% | -12.6% | -11.9% |
| 1Y | -31.8% | -2.7% | -29.1% | -31.2% |
| 3Y | +135.4% | +6.3% | +129.1% | +124.5% |
| 5Y | +176.9% | -19.3% | +196.2% | +202.6% |
| All | +176.9% | -18.0% | +194.9% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling