-21.9%
UDR vs ABCL
-26.2%
+4.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | +7.8% | -7.1% | +14.9% | +7.9% |
| 3M | -2.8% | +4.7% | -7.5% | -3.5% |
| 6M | -1.4% | +140.9% | -142.3% | -8.3% |
| YTD | +3.4% | +236.0% | -232.6% | -6.9% |
| 1Y | +9.9% | +217.4% | -207.5% | -0.7% |
| 3Y | +28.5% | +188.7% | -160.2% | +12.2% |
| All | -21.9% | -26.2% | +4.3% | -24.2% |
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 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