+68.1%
ACWI vs UDR
-18.0%
+86.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +1.1% | -2.1% | +3.1% | +1.8% |
| 30D | -0.2% | -5.6% | +5.4% | +1.8% |
| 3M | +4.7% | -5.8% | +10.5% | +6.5% |
| 6M | +14.5% | -1.1% | +15.6% | +14.2% |
| YTD | +14.6% | +1.6% | +13.0% | +13.0% |
| 1Y | +21.4% | -2.7% | +24.1% | +21.5% |
| 3Y | +77.6% | +6.3% | +71.3% | +69.6% |
| 5Y | +68.1% | -19.3% | +87.4% | +79.6% |
| All | +68.1% | -18.0% | +86.1% | +79.6% |
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