-31.6%
ACI vs UDR
+27.3%
-59.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.6% |
| 3M | +6.8% | -2.8% | +9.6% | +7.5% |
| 6M | -18.7% | -1.4% | -17.3% | -18.3% |
| YTD | -20.2% | +3.4% | -23.6% | -20.9% |
| 1Y | -23.7% | +9.9% | -33.6% | -25.4% |
| 3Y | -31.6% | +28.5% | -60.1% | -33.8% |
| All | -31.6% | +27.3% | -59.0% | -33.8% |
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