-36.0%
ALK vs UDR
-2.7%
-33.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +1.4% |
| 30D | -18.5% | -5.6% | -12.8% | -15.4% |
| 3M | -3.6% | -5.8% | +2.2% | -0.8% |
| 6M | -3.7% | -1.1% | -2.6% | -5.5% |
| YTD | -19.0% | +1.6% | -20.6% | -21.5% |
| 1Y | -36.0% | -2.7% | -33.4% | -36.7% |
| All | -36.0% | -2.7% | -33.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling