+142.8%
UDR vs ALM
+3,289.7%
-3,146.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.2% |
| 7D | -2.4% | -4.0% | +1.6% | -2.4% |
| 30D | +6.7% | -30.5% | +37.2% | +6.8% |
| 3M | -1.8% | -46.9% | +45.1% | -1.7% |
| 6M | -1.8% | -65.5% | +63.7% | -1.6% |
| YTD | +2.5% | -13.4% | +15.9% | +2.5% |
| 1Y | +7.9% | +9.8% | -1.9% | +7.8% |
| 3Y | +25.1% | +783.1% | -758.0% | +24.3% |
| 5Y | -21.2% | +378.3% | -399.5% | -21.6% |
| 10Y | +52.9% | +1,942.8% | -1,889.9% | +51.5% |
| All | +142.8% | +3,289.7% | -3,146.9% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling