+3.8%
UDR vs ALM
+1,934.4%
-1,930.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.6% |
| 7D | -3.4% | -7.1% | +3.7% | -3.3% |
| 30D | -5.4% | +24.7% | -30.1% | -5.7% |
| 3M | -10.0% | +8.3% | -18.3% | -10.1% |
| 6M | -2.5% | -22.2% | +19.6% | -2.5% |
| YTD | -1.1% | +88.1% | -89.2% | -2.4% |
| 1Y | -3.9% | +272.4% | -276.2% | -6.4% |
| All | +3.8% | +1,934.4% | -1,930.6% | -3.8% |
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