+67,943.5%
AXON vs UDR
+782.4%
+67,161.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.3% |
| 3M | -40.1% | -2.9% | -37.2% | -39.2% |
| 6M | -18.9% | +0.3% | -19.2% | -19.0% |
| YTD | -44.9% | +3.8% | -48.7% | -46.0% |
| 1Y | -46.7% | +12.7% | -59.4% | -49.8% |
| 3Y | +44.3% | +27.6% | +16.8% | +26.3% |
| 5Y | +71.4% | -18.6% | +90.0% | +83.4% |
| 10Y | +1,324.0% | +52.4% | +1,271.6% | +946.8% |
| All | +67,943.5% | +782.4% | +67,161.1% | +22,967.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling