+112,002.2%
AXON vs UDR
+770.3%
+111,231.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | -2.0% | -12.2% | -13.3% |
| 30D | -15.4% | -5.2% | -10.2% | -13.2% |
| 3M | +0.5% | -5.8% | +6.3% | +3.4% |
| 6M | -9.5% | -1.7% | -7.8% | -8.9% |
| YTD | -9.2% | +2.4% | -11.6% | -10.5% |
| 1Y | -29.4% | -2.1% | -27.3% | -29.1% |
| 3Y | +139.4% | +4.2% | +135.2% | +130.5% |
| 5Y | +178.9% | -20.0% | +198.9% | +200.0% |
| 10Y | +1,840.8% | +44.6% | +1,796.2% | +1,363.6% |
| All | +112,002.2% | +770.3% | +111,231.9% | +38,086.6% |
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 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