+876.6%
FTAI vs UDR
-20.1%
+896.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -9.7% | -3.4% | -6.3% | -8.0% |
| 30D | -20.0% | -5.4% | -14.6% | -17.8% |
| 3M | -20.1% | -10.0% | -10.1% | -16.3% |
| 6M | -33.3% | -2.5% | -30.7% | -33.2% |
| YTD | -8.0% | -1.1% | -6.9% | -9.2% |
| 1Y | +8.0% | -3.9% | +11.8% | +8.0% |
| 3Y | +413.4% | +3.4% | +410.0% | +385.6% |
| All | +876.6% | -20.1% | +896.7% | +1,086.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling