+24.5%
ALAB vs UDR
+14.9%
+9.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -2.0% |
| 7D | -24.9% | +7.2% | -32.1% | -21.1% |
| 30D | -38.4% | +10.5% | -48.8% | -34.1% |
| 3M | -38.3% | -2.3% | -36.0% | -38.2% |
| 6M | +10.9% | +4.0% | +7.0% | +10.0% |
| YTD | +34.2% | +5.6% | +28.6% | +39.1% |
| 1Y | +24.5% | +13.0% | +11.5% | +25.9% |
| All | +24.5% | +14.9% | +9.6% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling