+97.4%
ALLY vs UDR
+147.2%
-49.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -2.8% | -1.8% | -1.0% | -1.6% |
| 30D | +1.9% | +7.9% | -6.0% | -2.9% |
| 3M | -12.1% | -0.8% | -11.3% | -11.8% |
| 6M | -9.0% | 0.0% | -9.0% | -9.6% |
| YTD | -12.9% | +3.7% | -16.7% | -15.9% |
| 1Y | -0.1% | +8.5% | -8.6% | -6.3% |
| 3Y | +64.6% | +26.6% | +38.0% | +37.0% |
| 5Y | -10.1% | -20.2% | +10.1% | -0.3% |
| 10Y | +176.7% | +54.7% | +121.9% | +130.2% |
| All | +97.4% | +147.2% | -49.8% | +58.1% |
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