-18.7%
UDR vs ABCL
-21.8%
+3.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.1% |
| 30D | +10.3% | -7.4% | +17.7% | +10.5% |
| 3M | -2.9% | +81.9% | -84.8% | -7.2% |
| 6M | +0.3% | +135.7% | -135.4% | -6.5% |
| YTD | +3.8% | +247.4% | -243.6% | -6.7% |
| 1Y | +12.7% | +162.3% | -149.5% | +3.3% |
| 3Y | +27.6% | +165.5% | -137.9% | +12.5% |
| All | -18.7% | -21.8% | +3.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling