+2,885.9%
ALB vs UDR
+1,438.8%
+1,447.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -8.1% | -2.0% | -6.1% | -7.2% |
| 30D | +6.3% | -5.2% | +11.5% | +8.9% |
| 3M | -23.6% | -5.8% | -17.8% | -21.8% |
| 6M | -24.6% | -1.7% | -22.9% | -25.0% |
| YTD | -10.3% | +2.4% | -12.6% | -12.3% |
| 1Y | +61.5% | -2.1% | +63.6% | +60.4% |
| 3Y | -34.0% | +4.2% | -38.2% | -35.8% |
| 5Y | -44.6% | -20.0% | -24.6% | -39.5% |
| 10Y | +76.1% | +44.6% | +31.5% | +43.0% |
| All | +2,885.9% | +1,438.8% | +1,447.1% | +863.0% |
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