+2,119.0%
ALB vs UDR
+1,454.3%
+664.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | -5.8% | -0.4% | -5.4% | -5.6% |
| 30D | -4.5% | +7.8% | -12.3% | -8.0% |
| 3M | -28.1% | -2.8% | -25.3% | -27.2% |
| 6M | -53.2% | -1.4% | -51.7% | -53.2% |
| YTD | -33.3% | +3.4% | -36.7% | -35.2% |
| 1Y | -17.4% | +9.9% | -27.3% | -22.1% |
| 3Y | -14.1% | +28.5% | -42.6% | -24.3% |
| 5Y | -64.0% | -20.5% | -43.5% | -60.6% |
| 10Y | +32.8% | +54.2% | -21.4% | +4.9% |
| All | +2,119.0% | +1,454.3% | +664.7% | +611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling