+56.8%
ABNB vs UDR
+27.3%
+29.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +11.8% | +7.8% | +4.0% | +8.0% |
| 3M | +0.9% | -2.8% | +3.7% | +2.1% |
| 6M | +40.5% | -1.4% | +41.9% | +40.8% |
| YTD | +37.6% | +3.4% | +34.2% | +34.3% |
| 1Y | +54.1% | +9.9% | +44.3% | +45.7% |
| 3Y | +56.8% | +28.5% | +28.3% | +20.1% |
| All | +56.8% | +27.3% | +29.4% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling