+27.3%
ALC vs UDR
+7.5%
+19.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -6.3% | -1.8% | -4.5% | -5.6% |
| 30D | +12.6% | +7.9% | +4.7% | +9.2% |
| 3M | -3.8% | -0.8% | -3.1% | -3.5% |
| 6M | +16.8% | 0.0% | +16.9% | +16.7% |
| YTD | -7.6% | +3.7% | -11.3% | -9.3% |
| 1Y | -5.9% | +8.5% | -14.4% | -9.3% |
| 3Y | +0.6% | +26.6% | -26.0% | -9.0% |
| 5Y | -9.5% | -20.2% | +10.7% | -3.7% |
| All | +27.3% | +7.5% | +19.8% | +19.5% |
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