-11.3%
ABT vs UDR
-20.2%
+8.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -3.5% | -2.4% | -4.6% |
| 30D | -8.1% | -5.3% | -2.8% | -6.1% |
| 3M | +14.5% | -9.5% | +24.1% | +19.2% |
| 6M | -6.3% | -0.7% | -5.6% | -6.0% |
| YTD | -17.1% | -1.2% | -15.9% | -16.8% |
| 1Y | -21.4% | -5.7% | -15.6% | -19.8% |
| 3Y | +5.9% | +3.7% | +2.2% | +2.9% |
| All | -11.3% | -20.2% | +8.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling