-22.5%
ACHR vs UDR
+27.3%
-49.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.4% |
| 7D | -9.2% | -0.4% | -8.9% | -9.0% |
| 30D | -1.0% | +7.8% | -8.7% | -5.7% |
| 3M | -42.2% | -2.8% | -39.4% | -41.4% |
| 6M | -38.2% | -1.4% | -36.7% | -39.2% |
| YTD | -46.4% | +3.4% | -49.8% | -49.5% |
| 1Y | -49.4% | +9.9% | -59.2% | -54.9% |
| 3Y | -22.5% | +28.5% | -51.0% | -50.4% |
| All | -22.5% | +27.3% | -49.8% | -50.4% |
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