+54.7%
UDR vs ACM
+130.8%
-76.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.8% | +3.0% | -4.8% | -2.9% |
| 30D | +7.9% | +19.7% | -11.7% | +1.1% |
| 3M | -0.8% | +5.3% | -6.1% | -3.2% |
| 6M | 0.0% | -10.8% | +10.8% | +2.7% |
| YTD | +3.7% | -25.1% | +28.8% | +12.8% |
| 1Y | +8.5% | -45.8% | +54.3% | +33.0% |
| 3Y | +26.6% | -9.4% | +35.9% | +24.3% |
| 5Y | -20.2% | +4.8% | -25.0% | -26.4% |
| 10Y | +54.7% | +129.8% | -75.0% | +4.6% |
| All | +54.7% | +130.8% | -76.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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