+288.6%
AZO vs UDR
+47.2%
+241.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -2.4% |
| 30D | -5.6% | -5.3% | -0.2% | -3.9% |
| 3M | -6.6% | -9.5% | +2.9% | -3.6% |
| 6M | -22.5% | -0.7% | -21.9% | -22.4% |
| YTD | -15.2% | -1.2% | -14.0% | -15.1% |
| 1Y | -33.9% | -5.7% | -28.2% | -32.9% |
| 3Y | +11.8% | +3.7% | +8.1% | +8.3% |
| 5Y | +85.5% | -18.9% | +104.5% | +94.1% |
| All | +288.6% | +47.2% | +241.4% | +244.5% |
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 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