-39.1%
ALK vs UDR
+54.2%
-93.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +6.8% |
| 7D | +8.9% | +2.2% | +6.7% | +7.3% |
| 30D | +5.9% | +8.0% | -2.1% | +0.4% |
| 3M | -16.5% | -3.3% | -13.3% | -14.4% |
| 6M | +2.1% | +1.0% | +1.1% | +0.9% |
| YTD | -17.1% | +4.2% | -21.3% | -20.0% |
| 1Y | -2.9% | +10.8% | -13.7% | -10.6% |
| 3Y | +24.5% | +30.1% | -5.7% | +0.9% |
| 5Y | -29.1% | -18.9% | -10.2% | -20.7% |
| 10Y | -39.1% | +53.4% | -92.5% | -49.9% |
| All | -39.1% | +54.2% | -93.3% | -49.9% |
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