+37.8%
ALAB vs UDR
+9.8%
+28.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.6% |
| 7D | +3.4% | -1.8% | +5.2% | +2.0% |
| 30D | -28.8% | +7.9% | -36.7% | -24.6% |
| 3M | -26.0% | -0.8% | -25.2% | -25.6% |
| 6M | +11.4% | 0.0% | +11.4% | +9.3% |
| YTD | +38.8% | +3.7% | +35.1% | +44.8% |
| 1Y | +37.8% | +8.5% | +29.3% | +48.1% |
| All | +37.8% | +9.8% | +28.1% | +48.1% |
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