+54.7%
UDR vs AMBA
+7.9%
+46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | -1.8% | +2.6% | -4.4% | -2.1% |
| 30D | +7.9% | -3.6% | +11.5% | +8.1% |
| 3M | -0.8% | -24.6% | +23.8% | +1.6% |
| 6M | 0.0% | -21.6% | +21.6% | +0.3% |
| YTD | +3.7% | -11.8% | +15.5% | +2.1% |
| 1Y | +8.5% | -33.2% | +41.7% | +9.8% |
| 3Y | +26.6% | +24.5% | +2.1% | +14.4% |
| 5Y | -20.2% | -67.7% | +47.5% | -20.2% |
| 10Y | +54.7% | +4.7% | +50.0% | +25.1% |
| All | +54.7% | +7.9% | +46.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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