-8.2%
ALLY vs UDR
-18.0%
+9.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | +0.9% | +3.0% | -2.1% | -1.0% |
| 30D | +3.1% | +10.3% | -7.2% | -3.3% |
| 3M | -12.6% | -2.9% | -9.7% | -11.0% |
| 6M | -12.4% | +0.3% | -12.8% | -13.4% |
| YTD | -13.2% | +3.8% | -16.9% | -16.4% |
| 1Y | +1.8% | +12.7% | -10.9% | -7.6% |
| 3Y | +58.0% | +27.6% | +30.4% | +25.6% |
| All | -8.2% | -18.0% | +9.8% | -3.5% |
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