+19.1%
UDR vs ABCL
-81.3%
+100.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -5.2% | +93.1% | -98.3% | -8.4% |
| 3M | -5.8% | +79.4% | -85.2% | -8.9% |
| 6M | -1.7% | +214.9% | -216.6% | -8.0% |
| YTD | +2.4% | +234.2% | -231.8% | -4.8% |
| 1Y | -2.1% | +174.8% | -176.9% | -8.6% |
| 3Y | +4.2% | +104.5% | -100.3% | -3.6% |
| 5Y | -20.0% | -39.0% | +19.0% | -24.6% |
| All | +19.1% | -81.3% | +100.3% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling