+208.8%
ALLE vs UDR
+53.1%
+155.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | +2.0% | -2.0% | -1.0% |
| 30D | +25.9% | +7.9% | +18.0% | +21.1% |
| 3M | +14.9% | -1.5% | +16.3% | +15.9% |
| 6M | +42.1% | +0.9% | +41.2% | +41.2% |
| YTD | +20.4% | +4.0% | +16.4% | +17.0% |
| 1Y | +14.9% | +10.4% | +4.5% | +8.0% |
| 3Y | +90.1% | +26.9% | +63.2% | +62.5% |
| 5Y | +53.0% | -19.4% | +72.3% | +65.5% |
| 10Y | +208.8% | +57.0% | +151.8% | +162.0% |
| All | +208.8% | +53.1% | +155.7% | +162.0% |
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