-19.3%
UDR vs ALM
+1,033.0%
-1,052.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -0.9% |
| 7D | -2.1% | +8.4% | -10.5% | -2.2% |
| 30D | -5.6% | +34.8% | -40.5% | -6.2% |
| 3M | -5.8% | +16.2% | -22.0% | -6.2% |
| 6M | -1.1% | +2.1% | -3.3% | -1.6% |
| YTD | +1.6% | +117.0% | -115.4% | -0.9% |
| 1Y | -2.7% | +313.9% | -316.5% | -7.1% |
| 3Y | +6.3% | +2,327.9% | -2,321.6% | -7.2% |
| 5Y | -19.3% | +1,040.6% | -1,060.0% | -28.7% |
| All | -19.3% | +1,033.0% | -1,052.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling