+408.4%
FTAI vs UDR
+3.4%
+405.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -9.7% | -3.4% | -6.3% | -8.6% |
| 30D | -20.0% | -5.4% | -14.6% | -18.5% |
| 3M | -20.1% | -10.0% | -10.1% | -17.5% |
| 6M | -33.3% | -2.5% | -30.7% | -33.5% |
| YTD | -8.0% | -1.1% | -6.9% | -9.3% |
| 1Y | +8.0% | -3.9% | +11.8% | +7.8% |
| All | +408.4% | +3.4% | +405.0% | +433.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling