-15.0%
ALC vs UDR
+4.7%
-19.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -3.7% | -2.1% | -1.6% | -2.7% |
| 30D | -3.7% | -5.6% | +1.9% | -1.1% |
| 3M | +4.6% | -5.8% | +10.3% | +7.4% |
| 6M | -14.6% | -1.1% | -13.5% | -14.4% |
| YTD | -11.9% | +1.6% | -13.5% | -13.1% |
| 1Y | -13.1% | -2.7% | -10.5% | -12.5% |
| 3Y | -15.0% | +6.3% | -21.3% | -16.3% |
| All | -15.0% | +4.7% | -19.7% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling