+57.2%
AZN vs UDR
-20.1%
+77.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | -3.1% | -3.4% | +0.3% | -2.2% |
| 30D | +0.6% | -5.4% | +6.0% | +2.2% |
| 3M | -10.8% | -10.0% | -0.8% | -8.2% |
| 6M | -18.1% | -2.5% | -15.6% | -17.7% |
| YTD | -12.3% | -1.1% | -11.1% | -12.2% |
| 1Y | -0.2% | -3.9% | +3.7% | +0.6% |
| 3Y | +23.4% | +3.4% | +19.9% | +21.4% |
| All | +57.2% | -20.1% | +77.3% | +58.9% |
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