+172.8%
ALAB vs UDR
-0.5%
+173.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.8% |
| 7D | +7.2% | -2.0% | +9.2% | +5.4% |
| 30D | -2.5% | -5.2% | +2.7% | -6.8% |
| 3M | -13.3% | -5.8% | -7.5% | -17.7% |
| 6M | +172.8% | -1.7% | +174.5% | +165.8% |
| All | +172.8% | -0.5% | +173.3% | +165.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling