+4,269.4%
ACGL vs UDR
+1,225.3%
+3,044.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -0.7% | -2.0% | +1.2% | -0.1% |
| 30D | -1.0% | -5.2% | +4.2% | +0.8% |
| 3M | +11.0% | -5.8% | +16.8% | +13.3% |
| 6M | -0.3% | -1.7% | +1.4% | +0.1% |
| YTD | +2.3% | +2.4% | -0.1% | +1.1% |
| 1Y | +6.4% | -2.1% | +8.5% | +6.6% |
| 3Y | +34.0% | +4.2% | +29.8% | +30.1% |
| 5Y | +161.6% | -20.0% | +181.6% | +174.0% |
| 10Y | +278.6% | +44.6% | +233.9% | +230.7% |
| All | +4,269.4% | +1,225.3% | +3,044.1% | +1,951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling