+39,072.8%
AZO vs UDR
+2,682.9%
+36,389.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -2.7% |
| 30D | -5.6% | -5.3% | -0.2% | -4.2% |
| 3M | -6.6% | -9.5% | +2.9% | -4.3% |
| 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% | -33.1% |
| 3Y | +11.8% | +3.7% | +8.1% | +9.3% |
| 5Y | +85.5% | -18.9% | +104.5% | +91.5% |
| 10Y | +298.2% | +46.7% | +251.5% | +247.6% |
| All | +39,072.8% | +2,682.9% | +36,389.8% | +18,564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling