+117.0%
AXP vs UDR
+25.4%
+91.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.7% |
| 30D | +5.8% | +10.3% | -4.4% | +1.2% |
| 3M | -6.0% | -2.9% | -3.1% | -4.9% |
| 6M | +0.3% | +0.3% | 0.0% | -0.4% |
| YTD | -12.3% | +3.8% | -16.1% | -14.5% |
| 1Y | -11.2% | +12.7% | -24.0% | -17.2% |
| 3Y | +117.0% | +27.6% | +89.5% | +102.3% |
| All | +117.0% | +25.4% | +91.7% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling