-39.0%
ALK vs UDR
+42.1%
-81.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +1.6% |
| 30D | -18.5% | -5.6% | -12.8% | -15.0% |
| 3M | -3.6% | -5.8% | +2.2% | +0.2% |
| 6M | -3.7% | -1.1% | -2.6% | -3.3% |
| YTD | -19.0% | +1.6% | -20.6% | -20.5% |
| 1Y | -36.0% | -2.7% | -33.4% | -35.3% |
| 3Y | +2.3% | +6.3% | -4.0% | -4.2% |
| 5Y | -27.8% | -19.3% | -8.4% | -19.3% |
| 10Y | -39.0% | +46.0% | -85.0% | -49.6% |
| All | -39.0% | +42.1% | -81.1% | -49.6% |
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