+4.6%
ALAB vs UDR
+0.8%
+3.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.4% | +13.4% | +14.2% |
| 7D | -5.6% | +2.2% | -7.8% | -2.5% |
| 30D | -36.6% | +8.0% | -44.7% | -29.0% |
| 3M | -35.1% | -3.3% | -31.8% | -38.2% |
| All | +4.6% | +0.8% | +3.8% | +2.4% |
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