+152.3%
ACN vs UDR
+54.6%
+97.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.2% |
| 7D | -3.8% | -0.4% | -3.5% | -3.7% |
| 30D | +16.5% | +7.8% | +8.8% | +12.5% |
| 3M | +41.5% | -2.8% | +44.2% | +43.4% |
| 6M | +60.1% | -1.4% | +61.5% | +61.2% |
| YTD | -3.9% | +3.4% | -7.3% | -5.7% |
| 1Y | +4.1% | +9.9% | -5.8% | -0.7% |
| 3Y | -15.9% | +28.5% | -44.4% | -26.9% |
| 5Y | -26.3% | -20.5% | -5.8% | -20.1% |
| All | +152.3% | +54.6% | +97.7% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling