+365.7%
ALAB vs UDR
+9.9%
+355.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -7.0% |
| 7D | +3.2% | -2.1% | +5.3% | +3.1% |
| 30D | -13.6% | -5.6% | -7.9% | -13.8% |
| 3M | -16.6% | -5.8% | -10.8% | -17.3% |
| 6M | +142.3% | -1.1% | +143.4% | +138.2% |
| YTD | +73.6% | +1.6% | +72.0% | +70.5% |
| 1Y | +33.7% | -2.7% | +36.3% | +32.7% |
| All | +365.7% | +9.9% | +355.8% | +402.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling