+53.4%
ALLE vs UDR
-20.8%
+74.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +3.6% | -0.4% | +3.9% | +3.8% |
| 30D | +25.9% | +7.8% | +18.1% | +21.3% |
| 3M | +15.8% | -2.8% | +18.5% | +17.4% |
| 6M | +48.1% | -1.4% | +49.5% | +49.0% |
| YTD | +22.0% | +3.4% | +18.6% | +19.0% |
| 1Y | +18.0% | +9.9% | +8.2% | +11.5% |
| 3Y | +93.1% | +28.5% | +64.6% | +63.1% |
| All | +53.4% | -20.8% | +74.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling