-62.5%
ALB vs UDR
-19.4%
-43.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +1.1% | -1.8% | +2.8% | +2.2% |
| 30D | -2.6% | +7.9% | -10.5% | -7.5% |
| 3M | -25.6% | -0.8% | -24.8% | -25.3% |
| 6M | -54.0% | 0.0% | -54.0% | -54.7% |
| YTD | -31.6% | +3.7% | -35.3% | -34.8% |
| 1Y | -6.6% | +8.5% | -15.1% | -14.0% |
| 3Y | -14.0% | +26.6% | -40.6% | -29.8% |
| 5Y | -62.5% | -20.2% | -42.3% | -59.9% |
| All | -62.5% | -19.4% | -43.2% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling