+54.7%
UDR vs ALM
+2,084.7%
-2,030.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | -7.2% | +5.4% | -1.7% |
| 30D | +7.9% | -26.4% | +34.3% | +8.3% |
| 3M | -0.8% | -38.6% | +37.8% | -0.3% |
| 6M | 0.0% | -61.0% | +61.0% | +0.9% |
| YTD | +3.7% | -7.4% | +11.1% | +3.2% |
| 1Y | +8.5% | +14.0% | -5.4% | +7.6% |
| 3Y | +26.6% | +844.4% | -817.9% | +20.4% |
| 5Y | -20.2% | +410.8% | -431.0% | -24.0% |
| 10Y | +54.7% | +2,084.7% | -2,030.0% | +48.5% |
| All | +54.7% | +2,084.7% | -2,030.0% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling