+123.4%
ALLY vs UDR
+143.9%
-20.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| YTD | -1.4% | +2.4% | -3.8% | -3.9% |
| 1Y | +8.2% | -2.1% | +10.4% | +8.5% |
| 3Y | +66.5% | +4.2% | +62.3% | +57.1% |
| 5Y | +1.2% | -20.0% | +21.2% | +11.9% |
| 10Y | +191.4% | +44.6% | +146.8% | +147.5% |
| All | +123.4% | +143.9% | -20.4% | +80.7% |
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