-23.7%
ACI vs UDR
+9.0%
-32.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +1.2% | +7.8% | -6.5% | -0.9% |
| 3M | +6.8% | -2.8% | +9.6% | +7.7% |
| 6M | -18.7% | -1.4% | -17.3% | -17.9% |
| YTD | -20.2% | +3.4% | -23.6% | -21.3% |
| 1Y | -23.7% | +9.9% | -33.6% | -26.7% |
| All | -23.7% | +9.0% | -32.8% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling