+3,452.6%
ALNY vs UDR
+381.6%
+3,071.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -3.5% | -3.1% | -5.2% |
| 30D | +11.0% | -5.3% | +16.3% | +13.4% |
| 3M | -14.1% | -9.5% | -4.5% | -10.2% |
| 6M | -22.4% | -0.7% | -21.7% | -22.0% |
| YTD | -37.5% | -1.2% | -36.3% | -37.1% |
| 1Y | -46.9% | -5.7% | -41.2% | -45.8% |
| 3Y | +22.1% | +3.7% | +18.3% | +18.8% |
| 5Y | +31.2% | -18.9% | +50.1% | +38.9% |
| 10Y | +256.3% | +46.7% | +209.6% | +174.9% |
| All | +3,452.6% | +381.6% | +3,071.0% | +1,564.4% |
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 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