-35.9%
AAL vs UDR
-20.7%
-15.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.4% |
| 7D | -1.3% | -3.3% | +2.0% | +0.7% |
| 30D | -13.7% | -5.6% | -8.1% | -10.7% |
| 3M | -8.2% | -9.4% | +1.3% | -2.7% |
| 6M | +13.1% | -3.0% | +16.1% | +14.5% |
| YTD | -15.6% | -0.4% | -15.2% | -16.2% |
| 1Y | +1.4% | -5.1% | +6.6% | +3.7% |
| 3Y | -7.4% | +4.2% | -11.6% | -12.1% |
| 5Y | -35.9% | -19.5% | -16.4% | -27.4% |
| All | -35.9% | -20.7% | -15.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling