+1,472.1%
AXTI vs UDR
+47.2%
+1,424.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.1% | -3.5% | +8.5% | +6.3% |
| 30D | -17.5% | -5.3% | -12.2% | -16.1% |
| 3M | -26.7% | -9.5% | -17.1% | -25.1% |
| 6M | +36.8% | -0.7% | +37.4% | +33.5% |
| YTD | +296.1% | -1.2% | +297.3% | +286.0% |
| 1Y | +1,810.6% | -5.7% | +1,816.4% | +1,790.7% |
| 3Y | +2,587.6% | +3.7% | +2,583.8% | +2,434.7% |
| 5Y | +601.7% | -18.9% | +620.7% | +626.8% |
| All | +1,472.1% | +47.2% | +1,424.9% | +1,364.2% |
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