+384.5%
ALAB vs UDR
+7.7%
+376.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +3.9% |
| 7D | +9.6% | -3.3% | +12.9% | +9.5% |
| 30D | -5.3% | -5.6% | +0.4% | -5.5% |
| 3M | -12.0% | -9.4% | -2.6% | -12.6% |
| 6M | +145.7% | -3.0% | +148.7% | +141.2% |
| YTD | +80.7% | -0.4% | +81.0% | +77.3% |
| 1Y | +40.1% | -5.1% | +45.3% | +39.2% |
| All | +384.5% | +7.7% | +376.8% | +422.7% |
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