+117.0%
AXP vs UDR
-19.6%
+136.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.1% |
| 30D | -6.5% | -5.2% | -1.3% | -4.0% |
| 3M | +4.6% | -5.8% | +10.4% | +7.6% |
| 6M | +5.4% | -1.7% | +7.1% | +5.6% |
| YTD | -11.1% | +2.4% | -13.5% | -13.0% |
| 1Y | -0.3% | -2.1% | +1.8% | -0.2% |
| 3Y | +111.6% | +4.2% | +107.4% | +103.1% |
| All | +117.0% | -19.6% | +136.6% | +141.5% |
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 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