+12.0%
AZO vs UDR
+3.4%
+8.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.9% | -3.4% | +0.5% | -2.1% |
| 30D | -5.3% | -5.4% | +0.1% | -4.0% |
| 3M | -7.3% | -10.0% | +2.6% | -5.0% |
| 6M | -22.7% | -2.5% | -20.1% | -22.1% |
| YTD | -15.0% | -1.1% | -13.9% | -14.8% |
| 1Y | -32.2% | -3.9% | -28.4% | -31.7% |
| All | +12.0% | +3.4% | +8.6% | +17.2% |
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 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