+61.5%
ALB vs UDR
-1.4%
+62.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.4% |
| 7D | -8.1% | -2.0% | -6.1% | -8.3% |
| 30D | +6.3% | -5.2% | +11.5% | +5.5% |
| 3M | -23.6% | -5.8% | -17.8% | -24.2% |
| 6M | -24.6% | -1.7% | -22.9% | -22.7% |
| YTD | -10.3% | +2.4% | -12.6% | -6.9% |
| 1Y | +61.5% | -2.1% | +63.6% | +53.9% |
| All | +61.5% | -1.4% | +62.9% | +53.9% |
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 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