+18.2%
UDR vs ABCL
-81.2%
+99.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.1% |
| 30D | -5.6% | +65.1% | -70.7% | -8.0% |
| 3M | -5.8% | +111.1% | -116.8% | -9.6% |
| 6M | -1.1% | +231.6% | -232.7% | -7.7% |
| YTD | +1.6% | +234.5% | -232.9% | -5.5% |
| 1Y | -2.7% | +174.3% | -177.0% | -9.1% |
| 3Y | +6.3% | +111.5% | -105.2% | -1.8% |
| 5Y | -19.3% | -37.3% | +18.0% | -24.0% |
| All | +18.2% | -81.2% | +99.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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