-47.4%
ALK vs UDR
+54.6%
-102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.1% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | +7.7% | +7.8% | -0.1% | +2.2% |
| 3M | -19.0% | -2.8% | -16.2% | -17.2% |
| 6M | -0.2% | -1.4% | +1.2% | +0.4% |
| YTD | -23.5% | +3.4% | -26.9% | -25.7% |
| 1Y | -9.1% | +9.9% | -19.0% | -15.8% |
| 3Y | +12.0% | +28.5% | -16.5% | -8.3% |
| 5Y | -30.9% | -20.5% | -10.4% | -21.4% |
| All | -47.4% | +54.6% | -102.0% | -56.5% |
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