+20.6%
ABNB vs UDR
+14.9%
+5.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.7% |
| 7D | -4.4% | -2.1% | -2.3% | -3.4% |
| 30D | -2.0% | -5.6% | +3.6% | +0.9% |
| 3M | +29.8% | -5.8% | +35.6% | +33.5% |
| 6M | +31.0% | -1.1% | +32.1% | +31.0% |
| YTD | +28.6% | +1.6% | +27.0% | +26.5% |
| 1Y | +40.1% | -2.7% | +42.7% | +40.6% |
| 3Y | +19.7% | +6.3% | +13.4% | +12.5% |
| 5Y | +6.5% | -19.3% | +25.8% | +12.0% |
| All | +20.6% | +14.9% | +5.7% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling