+44.4%
UDR vs ALM
+2,589.2%
-2,544.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.5% | 0.0% |
| 7D | -3.5% | -11.8% | +8.4% | -3.3% |
| 30D | -5.3% | +7.8% | -13.1% | -5.4% |
| 3M | -9.5% | -9.3% | -0.3% | -9.5% |
| 6M | -0.7% | -30.5% | +29.8% | -0.5% |
| YTD | -1.2% | +75.8% | -77.0% | -2.4% |
| 1Y | -5.7% | +241.2% | -246.9% | -8.0% |
| 3Y | +3.7% | +1,872.6% | -1,868.9% | -2.3% |
| 5Y | -18.9% | +849.6% | -868.5% | -23.3% |
| All | +44.4% | +2,589.2% | -2,544.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ALM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling