+221.5%
ALLE vs UDR
+54.2%
+167.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -0.6% | +2.2% | -2.9% | -1.8% |
| 30D | +26.6% | +8.0% | +18.6% | +21.6% |
| 3M | +13.2% | -3.3% | +16.4% | +15.3% |
| 6M | +42.9% | +1.0% | +41.8% | +41.9% |
| YTD | +21.0% | +4.2% | +16.9% | +17.5% |
| 1Y | +15.2% | +10.8% | +4.3% | +8.1% |
| 3Y | +95.6% | +30.1% | +65.4% | +65.0% |
| 5Y | +53.4% | -18.9% | +72.3% | +65.5% |
| 10Y | +221.5% | +53.4% | +168.1% | +177.9% |
| All | +221.5% | +54.2% | +167.3% | +177.9% |
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