-42.5%
ALB vs UDR
-18.0%
-24.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | -4.4% | -2.1% | -2.3% | -3.1% |
| 30D | -1.2% | -5.6% | +4.5% | +2.5% |
| 3M | -13.3% | -5.8% | -7.5% | -10.7% |
| 6M | -19.8% | -1.1% | -18.6% | -20.8% |
| YTD | -7.9% | +1.6% | -9.5% | -10.9% |
| 1Y | +60.2% | -2.7% | +62.8% | +59.1% |
| 3Y | -26.4% | +6.3% | -32.7% | -32.1% |
| 5Y | -42.5% | -19.3% | -23.2% | -38.3% |
| All | -42.5% | -18.0% | -24.5% | -38.3% |
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