+1.5%
ABNB vs UDR
-20.3%
+21.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.7% |
| 7D | -9.5% | -3.4% | -6.1% | -7.6% |
| 30D | -9.4% | -5.4% | -3.9% | -6.3% |
| 3M | +29.9% | -10.0% | +39.8% | +37.9% |
| 6M | +26.6% | -2.5% | +29.1% | +27.6% |
| YTD | +23.5% | -1.1% | +24.6% | +22.9% |
| 1Y | +35.8% | -3.9% | +39.7% | +37.3% |
| 3Y | +15.0% | +3.4% | +11.5% | +7.4% |
| 5Y | +1.5% | -18.9% | +20.4% | +12.6% |
| All | +1.5% | -20.3% | +21.7% | +12.6% |
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 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