+1,697.2%
ACN vs UDR
+746.2%
+951.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.9% |
| 30D | +9.4% | -5.2% | +14.6% | +11.2% |
| 3M | +5.6% | -5.8% | +11.4% | +7.8% |
| 6M | -9.3% | -1.7% | -7.6% | -8.9% |
| YTD | -29.0% | +2.4% | -31.3% | -29.6% |
| 1Y | -24.7% | -2.1% | -22.5% | -24.3% |
| 3Y | -39.8% | +4.2% | -44.0% | -41.3% |
| 5Y | -40.9% | -20.0% | -20.9% | -37.6% |
| 10Y | +91.1% | +44.6% | +46.5% | +66.3% |
| All | +1,697.2% | +746.2% | +951.0% | +719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling