+272.3%
ALAB vs UDR
+12.2%
+260.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.8% |
| 7D | +3.4% | -1.8% | +5.2% | +3.2% |
| 30D | -28.8% | +7.9% | -36.7% | -28.2% |
| 3M | -26.0% | -0.8% | -25.2% | -25.7% |
| 6M | +11.4% | 0.0% | +11.4% | +10.2% |
| YTD | +38.8% | +3.7% | +35.1% | +37.0% |
| 1Y | +37.8% | +8.5% | +29.3% | +34.7% |
| All | +272.3% | +12.2% | +260.0% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling