+18.6%
ALK vs UDR
+25.4%
-6.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | +9.0% | +3.0% | +6.1% | +7.0% |
| 30D | -1.6% | +10.3% | -11.9% | -7.9% |
| 3M | -23.2% | -2.9% | -20.3% | -21.5% |
| 6M | -3.9% | +0.3% | -4.2% | -4.8% |
| YTD | -22.6% | +3.8% | -26.4% | -25.3% |
| 1Y | -5.3% | +12.7% | -18.1% | -14.2% |
| 3Y | +18.6% | +27.6% | -9.0% | -1.2% |
| All | +18.6% | +25.4% | -6.8% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling