+953.0%
ARES vs UDR
+47.3%
+905.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | -7.7% | -3.4% | -4.3% | -5.9% |
| 30D | -8.7% | -5.4% | -3.3% | -5.9% |
| 3M | +2.8% | -10.0% | +12.8% | +8.5% |
| 6M | +23.1% | -2.5% | +25.6% | +23.9% |
| YTD | -17.3% | -1.1% | -16.1% | -17.2% |
| 1Y | -24.3% | -3.9% | -20.4% | -23.1% |
| 3Y | +34.9% | +3.4% | +31.5% | +30.5% |
| 5Y | +93.5% | -18.9% | +112.4% | +112.1% |
| All | +953.0% | +47.3% | +905.7% | +898.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling