+194.9%
ALLY vs UDR
+54.2%
+140.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -1.7% |
| 30D | +3.4% | +8.0% | -4.6% | -2.0% |
| 3M | -11.1% | -3.3% | -7.8% | -9.2% |
| 6M | -11.5% | +1.0% | -12.5% | -12.9% |
| YTD | -12.3% | +4.2% | -16.5% | -15.9% |
| 1Y | +1.1% | +10.8% | -9.7% | -7.4% |
| 3Y | +64.8% | +30.1% | +34.7% | +30.8% |
| 5Y | -6.9% | -18.9% | +12.1% | +3.2% |
| 10Y | +194.9% | +53.4% | +141.6% | +154.4% |
| All | +194.9% | +54.2% | +140.8% | +154.4% |
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