+801.4%
ALK vs UDR
+2,878.3%
-2,076.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | -2.0% | +1.3% | +0.3% |
| 30D | -19.2% | -5.2% | -14.0% | -17.0% |
| 3M | -1.5% | -5.8% | +4.3% | +1.2% |
| 6M | -13.1% | -1.7% | -11.4% | -12.4% |
| YTD | -16.4% | +2.4% | -18.8% | -17.6% |
| 1Y | -33.1% | -2.1% | -31.0% | -32.6% |
| 3Y | +0.6% | +4.2% | -3.6% | -2.1% |
| 5Y | -26.4% | -20.0% | -6.4% | -19.4% |
| 10Y | -34.2% | +44.6% | -78.8% | -45.0% |
| All | +801.4% | +2,878.3% | -2,076.8% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling