+266.9%
ACGL vs UDR
+42.1%
+224.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -2.9% | -2.1% | -0.9% | -1.8% |
| 30D | -2.8% | -5.6% | +2.8% | +0.3% |
| 3M | +6.8% | -5.8% | +12.6% | +10.2% |
| 6M | -1.5% | -1.1% | -0.4% | -1.4% |
| YTD | -0.2% | +1.6% | -1.8% | -1.9% |
| 1Y | +5.3% | -2.7% | +8.0% | +5.8% |
| 3Y | +30.3% | +6.3% | +24.0% | +21.8% |
| 5Y | +151.8% | -19.3% | +171.1% | +171.1% |
| 10Y | +266.9% | +46.0% | +220.9% | +195.6% |
| All | +266.9% | +42.1% | +224.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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