+6,642.4%
ABT vs UDR
+2,878.3%
+3,764.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.7% | -2.0% | -1.7% | -3.3% |
| 30D | +2.5% | -5.2% | +7.7% | +3.6% |
| 3M | +20.2% | -5.8% | +26.0% | +21.7% |
| 6M | -2.9% | -1.7% | -1.2% | -2.6% |
| YTD | -11.9% | +2.4% | -14.3% | -12.4% |
| 1Y | -16.5% | -2.1% | -14.4% | -16.3% |
| 3Y | +12.1% | +4.2% | +7.9% | +10.4% |
| 5Y | -7.4% | -20.0% | +12.6% | -4.4% |
| 10Y | +210.7% | +44.6% | +166.0% | +183.1% |
| All | +6,642.4% | +2,878.3% | +3,764.2% | +3,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling