+194.8%
UDR vs ACM
+230.8%
-36.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.0% | -3.7% | +1.8% | -0.4% |
| 30D | -5.2% | -11.1% | +5.9% | -1.0% |
| 3M | -5.8% | -8.0% | +2.2% | -3.4% |
| 6M | -1.7% | -29.7% | +28.0% | +12.2% |
| YTD | +2.4% | -29.4% | +31.7% | +15.8% |
| 1Y | -2.1% | -46.4% | +44.3% | +23.7% |
| 3Y | +4.2% | -22.3% | +26.6% | +10.0% |
| 5Y | -20.0% | +4.5% | -24.5% | -27.1% |
| 10Y | +44.6% | +127.6% | -83.0% | -15.7% |
| All | +194.8% | +230.8% | -36.0% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling