+3.0%
ALLY vs UDR
-19.6%
+22.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | -2.0% | +5.7% | +5.0% |
| 30D | -2.3% | -5.2% | +2.9% | +1.0% |
| 3M | +3.8% | -5.8% | +9.6% | +7.3% |
| 6M | +9.7% | -1.7% | +11.4% | +10.0% |
| YTD | -1.4% | +2.4% | -3.8% | -4.1% |
| 1Y | +8.2% | -2.1% | +10.4% | +8.4% |
| 3Y | +66.5% | +4.2% | +62.3% | +54.6% |
| All | +3.0% | -19.6% | +22.6% | +10.6% |
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