+34.3%
ACGL vs UDR
+26.8%
+7.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.1% | +2.2% | -3.3% | -1.8% |
| 30D | +13.1% | +8.0% | +5.1% | +10.2% |
| 3M | +9.8% | -3.3% | +13.0% | +10.9% |
| 6M | +15.3% | +1.0% | +14.2% | +14.9% |
| YTD | +12.7% | +4.2% | +8.6% | +10.8% |
| 1Y | +20.7% | +10.8% | +9.9% | +16.0% |
| 3Y | +34.3% | +30.1% | +4.1% | +42.4% |
| All | +34.3% | +26.8% | +7.5% | +42.4% |
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