-25.8%
ACN vs UDR
-20.8%
-5.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 3M | +41.5% | -2.8% | +44.2% | +43.4% |
| 6M | +60.1% | -1.4% | +61.5% | +61.3% |
| YTD | -3.9% | +3.4% | -7.3% | -5.7% |
| 1Y | +4.1% | +9.9% | -5.8% | -0.8% |
| 3Y | -15.9% | +28.5% | -44.4% | -28.2% |
| All | -25.8% | -20.8% | -5.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling