+19.3%
UDR vs ABCL
-81.0%
+100.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -2.4% | +4.4% | -6.8% | -2.6% |
| 30D | +6.7% | -7.9% | +14.5% | +6.9% |
| 3M | -1.8% | +12.2% | -14.0% | -2.6% |
| 6M | -1.8% | +134.7% | -136.5% | -6.7% |
| YTD | +2.5% | +239.8% | -237.2% | -5.0% |
| 1Y | +7.9% | +192.7% | -184.8% | +0.7% |
| 3Y | +25.1% | +187.6% | -162.5% | +13.7% |
| 5Y | -21.2% | -22.6% | +1.5% | -25.9% |
| All | +19.3% | -81.0% | +100.2% | +17.2% |
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