+97.0%
ARES vs UDR
-20.7%
+117.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.8% |
| 7D | -2.7% | -3.3% | +0.6% | -0.6% |
| 30D | -2.4% | -5.6% | +3.3% | +1.2% |
| 3M | +3.9% | -9.4% | +13.3% | +10.2% |
| 6M | +26.4% | -3.0% | +29.3% | +27.6% |
| YTD | -14.9% | -0.4% | -14.5% | -15.4% |
| 1Y | -20.4% | -5.1% | -15.3% | -18.4% |
| 3Y | +38.8% | +4.2% | +34.6% | +32.1% |
| 5Y | +97.0% | -19.5% | +116.5% | +130.6% |
| All | +97.0% | -20.7% | +117.7% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling