+80.2%
ALB vs UDR
+47.3%
+32.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -7.6% | -3.4% | -4.2% | -5.8% |
| 30D | -5.6% | -5.4% | -0.2% | -2.6% |
| 3M | -16.8% | -10.0% | -6.9% | -12.3% |
| 6M | -26.3% | -2.5% | -23.8% | -26.5% |
| YTD | -13.2% | -1.1% | -12.1% | -14.1% |
| 1Y | +68.8% | -3.9% | +72.7% | +69.2% |
| 3Y | -30.7% | +3.4% | -34.1% | -33.2% |
| 5Y | -46.3% | -18.9% | -27.4% | -41.5% |
| All | +80.2% | +47.3% | +32.9% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling