-26.4%
ALB vs UDR
+4.7%
-31.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | -4.4% | -2.1% | -2.3% | -3.2% |
| 30D | -1.2% | -5.6% | +4.5% | +2.4% |
| 3M | -13.3% | -5.8% | -7.5% | -10.9% |
| 6M | -19.8% | -1.1% | -18.6% | -20.8% |
| YTD | -7.9% | +1.6% | -9.5% | -11.1% |
| 1Y | +60.2% | -2.7% | +62.8% | +59.6% |
| 3Y | -26.4% | +6.3% | -32.7% | -34.9% |
| All | -26.4% | +4.7% | -31.1% | -34.9% |
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