+8.9%
UDR vs ACM
-46.3%
+55.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.4% | +5.1% | -7.5% | -3.0% |
| 30D | +6.7% | +18.7% | -12.0% | +4.6% |
| 3M | -1.8% | +15.5% | -17.2% | -3.5% |
| 6M | -1.8% | +1.2% | -3.0% | -2.4% |
| YTD | +2.5% | -25.2% | +27.8% | +5.6% |
| All | +8.9% | -46.3% | +55.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling