+350.6%
ALLE vs UDR
+144.0%
+206.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.8% |
| 3M | +13.2% | -3.3% | +16.4% | +15.2% |
| 6M | +42.9% | +1.0% | +41.8% | +42.0% |
| YTD | +21.0% | +4.2% | +16.9% | +17.7% |
| 1Y | +15.2% | +10.8% | +4.3% | +8.4% |
| 3Y | +95.6% | +30.1% | +65.4% | +66.7% |
| 5Y | +53.4% | -18.9% | +72.3% | +64.9% |
| 10Y | +221.5% | +53.4% | +168.1% | +154.4% |
| All | +350.6% | +144.0% | +206.7% | +198.8% |
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