+33.2%
ACGL vs UDR
+27.3%
+5.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +12.3% | +7.8% | +4.5% | +9.5% |
| 3M | +11.8% | -2.8% | +14.6% | +12.8% |
| 6M | +17.5% | -1.4% | +18.9% | +18.0% |
| YTD | +14.3% | +3.4% | +10.9% | +12.6% |
| 1Y | +18.2% | +9.9% | +8.3% | +13.9% |
| 3Y | +33.2% | +28.5% | +4.6% | +42.7% |
| All | +33.2% | +27.3% | +5.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling