+201.2%
ABT vs UDR
+47.3%
+154.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -5.0% | -3.4% | -1.6% | -3.9% |
| 30D | -5.8% | -5.4% | -0.4% | -4.0% |
| 3M | +16.7% | -10.0% | +26.7% | +21.0% |
| 6M | -5.2% | -2.5% | -2.7% | -4.4% |
| YTD | -16.0% | -1.1% | -14.8% | -15.8% |
| 1Y | -18.3% | -3.9% | -14.4% | -17.3% |
| 3Y | +9.2% | +3.4% | +5.8% | +6.5% |
| 5Y | -11.6% | -18.9% | +7.3% | -7.2% |
| All | +201.2% | +47.3% | +154.0% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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