+30.1%
UDR vs ACM
-7.9%
+38.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.8% |
| 7D | +2.2% | +6.9% | -4.7% | +0.7% |
| 30D | +8.0% | +19.1% | -11.0% | +3.8% |
| 3M | -3.3% | -6.9% | +3.7% | -2.1% |
| 6M | +1.0% | -12.0% | +13.1% | +3.3% |
| YTD | +4.2% | -25.1% | +29.3% | +10.8% |
| 1Y | +10.8% | -45.4% | +56.3% | +29.9% |
| 3Y | +30.1% | -6.9% | +37.1% | +16.1% |
| All | +30.1% | -7.9% | +38.0% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling