+27.4%
UDR vs ALM
+836.8%
-809.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | -2.4% | -4.0% | +1.6% | -2.3% |
| 30D | +6.7% | -30.5% | +37.2% | +7.1% |
| 3M | -1.8% | -46.9% | +45.1% | -1.2% |
| 6M | -1.8% | -65.5% | +63.7% | -0.8% |
| YTD | +2.5% | -13.4% | +15.9% | +2.0% |
| 1Y | +7.9% | +9.8% | -1.9% | +6.8% |
| All | +27.4% | +836.8% | -809.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling