+27.6%
UDR vs ABCL
+156.0%
-128.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.0% |
| 30D | +10.3% | -7.4% | +17.7% | +10.4% |
| 3M | -2.9% | +81.9% | -84.8% | -5.4% |
| 6M | +0.3% | +135.7% | -135.4% | -3.8% |
| YTD | +3.8% | +247.4% | -243.6% | -2.9% |
| 1Y | +12.7% | +162.3% | -149.5% | +6.8% |
| 3Y | +27.6% | +165.5% | -137.9% | +17.9% |
| All | +27.6% | +156.0% | -128.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling