+3,076.9%
FTAI vs UDR
+47.2%
+3,029.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -5.2% | -3.5% | -1.7% | -3.4% |
| 30D | -17.9% | -5.3% | -12.6% | -15.7% |
| 3M | -22.7% | -9.5% | -13.2% | -19.2% |
| 6M | -28.0% | -0.7% | -27.4% | -28.5% |
| YTD | -5.0% | -1.2% | -3.8% | -5.8% |
| 1Y | +10.4% | -5.7% | +16.1% | +11.9% |
| 3Y | +425.2% | +3.7% | +421.5% | +397.4% |
| 5Y | +890.3% | -18.9% | +909.3% | +973.3% |
| All | +3,076.9% | +47.2% | +3,029.7% | +2,841.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling