+199.6%
ARM vs UDR
+8.4%
+191.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.9% |
| 7D | +9.1% | -0.4% | +9.5% | +9.2% |
| 30D | -19.9% | +7.8% | -27.7% | -21.9% |
| 3M | -31.6% | -2.8% | -28.8% | -31.1% |
| 6M | -13.9% | -1.4% | -12.4% | -15.2% |
| YTD | +74.3% | +3.4% | +70.9% | +66.4% |
| 1Y | +35.8% | +9.9% | +25.9% | +24.4% |
| 3Y | +268.6% | +28.5% | +240.1% | +190.6% |
| All | +199.6% | +8.4% | +191.2% | +167.4% |
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