+144.6%
UDR vs AMBA
+837.3%
-692.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.0% | -11.0% | +9.0% | -1.0% |
| 30D | -5.2% | -23.2% | +18.0% | -3.1% |
| 3M | -5.8% | -12.7% | +6.9% | -5.8% |
| 6M | -1.7% | +11.2% | -12.9% | -4.5% |
| YTD | +2.4% | -11.2% | +13.6% | +1.3% |
| 1Y | -2.1% | -22.5% | +20.4% | -2.6% |
| 3Y | +4.2% | -1.3% | +5.5% | -1.6% |
| 5Y | -20.0% | -54.2% | +34.2% | -22.3% |
| 10Y | +44.6% | -6.1% | +50.8% | +26.1% |
| All | +144.6% | +837.3% | -692.6% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling