+330.0%
ACWI vs UDR
+237.1%
+92.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | -2.4% | +3.0% | -5.3% | -3.4% |
| 30D | -5.2% | +10.3% | -15.4% | -8.6% |
| 3M | -4.8% | -2.9% | -1.9% | -4.0% |
| 6M | -1.3% | +0.3% | -1.6% | -2.0% |
| YTD | +8.4% | +3.8% | +4.6% | +6.0% |
| 1Y | +11.0% | +12.7% | -1.7% | +5.3% |
| 3Y | +70.6% | +27.6% | +43.0% | +52.6% |
| 5Y | +55.3% | -18.6% | +73.9% | +61.9% |
| 10Y | +223.2% | +52.4% | +170.8% | +157.3% |
| All | +330.0% | +237.1% | +92.9% | +125.8% |
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 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