-33.9%
AAL vs UDR
-19.4%
-14.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +3.4% | -1.8% | +5.2% | +4.6% |
| 30D | +11.7% | +7.9% | +3.8% | +6.6% |
| 3M | -7.8% | -0.8% | -7.0% | -7.3% |
| 6M | +10.2% | 0.0% | +10.3% | +9.6% |
| YTD | -8.0% | +3.7% | -11.8% | -10.9% |
| 1Y | +8.5% | +8.5% | 0.0% | +2.0% |
| 3Y | +19.5% | +26.6% | -7.1% | +0.1% |
| 5Y | -33.9% | -20.2% | -13.7% | -26.4% |
| All | -33.9% | -19.4% | -14.5% | -26.4% |
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