+424.9%
AXP vs UDR
+56.7%
+368.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -1.7% |
| 30D | +3.7% | +7.9% | -4.2% | -1.4% |
| 3M | -4.9% | -0.8% | -4.1% | -4.6% |
| 6M | +4.1% | 0.0% | +4.1% | +3.3% |
| YTD | -11.7% | +3.7% | -15.4% | -14.9% |
| 1Y | -11.7% | +8.5% | -20.3% | -17.6% |
| 3Y | +116.5% | +26.6% | +89.9% | +78.1% |
| 5Y | +89.5% | -20.2% | +109.7% | +111.0% |
| 10Y | +424.9% | +54.7% | +370.2% | +327.7% |
| All | +424.9% | +56.7% | +368.2% | +327.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling