-8.8%
ALC vs UDR
-19.0%
+10.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | +2.0% | +0.3% | +1.4% |
| 30D | +15.5% | +7.9% | +7.6% | +11.3% |
| 3M | +0.6% | -1.5% | +2.0% | +1.3% |
| 6M | +18.4% | +0.9% | +17.5% | +17.6% |
| YTD | -5.6% | +4.0% | -9.6% | -7.9% |
| 1Y | 0.0% | +10.4% | -10.3% | -5.3% |
| 3Y | +2.8% | +26.9% | -24.1% | -9.8% |
| 5Y | -8.8% | -19.4% | +10.6% | +1.1% |
| All | -8.8% | -19.0% | +10.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling