+77.2%
AXON vs UDR
-18.0%
+95.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.2% | -17.0% | -17.6% |
| 7D | -26.8% | +3.0% | -29.8% | -27.8% |
| 30D | -22.9% | +10.3% | -33.2% | -26.4% |
| 3M | -40.1% | -2.9% | -37.2% | -39.2% |
| 6M | -18.9% | +0.3% | -19.2% | -18.9% |
| YTD | -44.9% | +3.8% | -48.7% | -45.9% |
| 1Y | -46.7% | +12.7% | -59.4% | -49.8% |
| 3Y | +44.3% | +27.6% | +16.8% | +25.9% |
| All | +77.2% | -18.0% | +95.2% | +94.2% |
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 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