+8.5%
UDR vs ACM
-45.3%
+53.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | +7.9% | +19.7% | -11.7% | +5.7% |
| 3M | -0.8% | +5.3% | -6.1% | -1.8% |
| 6M | 0.0% | -10.8% | +10.8% | +0.2% |
| YTD | +3.7% | -25.1% | +28.8% | +6.8% |
| 1Y | +8.5% | -45.8% | +54.3% | +8.5% |
| All | +8.5% | -45.3% | +53.8% | +8.5% |
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