+30.1%
ALC vs UDR
+7.8%
+22.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | +2.0% | +0.3% | +1.5% |
| 30D | +15.5% | +7.9% | +7.6% | +12.0% |
| 3M | +0.6% | -1.5% | +2.0% | +1.2% |
| 6M | +18.4% | +0.9% | +17.5% | +17.8% |
| YTD | -5.6% | +4.0% | -9.6% | -7.4% |
| 1Y | 0.0% | +10.4% | -10.3% | -4.3% |
| 3Y | +2.8% | +26.9% | -24.1% | -7.1% |
| 5Y | -8.8% | -19.4% | +10.6% | -3.3% |
| All | +30.1% | +7.8% | +22.3% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling