-19.3%
UDR vs ACM
+4.8%
-24.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -5.6% | -12.9% | +7.3% | -1.6% |
| 3M | -5.8% | -6.4% | +0.6% | -4.4% |
| 6M | -1.1% | -29.2% | +28.1% | +10.3% |
| YTD | +1.6% | -29.9% | +31.6% | +13.0% |
| 1Y | -2.7% | -47.3% | +44.6% | +20.4% |
| 3Y | +6.3% | -19.6% | +25.9% | +5.9% |
| 5Y | -19.3% | +5.5% | -24.8% | -26.7% |
| All | -19.3% | +4.8% | -24.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling