+0.5%
AAL vs UDR
-3.8%
+4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -3.5% | +2.5% | +0.6% |
| 30D | -12.9% | -5.3% | -7.6% | -10.8% |
| 3M | -11.2% | -9.5% | -1.7% | -7.5% |
| 6M | +17.8% | -0.7% | +18.5% | +16.2% |
| YTD | -15.1% | -1.2% | -14.0% | -15.4% |
| 1Y | +0.5% | -5.7% | +6.2% | +1.6% |
| All | +0.5% | -3.8% | +4.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling