+88.0%
ARM vs UDR
-2.7%
+90.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +3.3% |
| 7D | +11.4% | -2.1% | +13.4% | +10.1% |
| 30D | -7.4% | -5.6% | -1.8% | -10.5% |
| 3M | -24.5% | -5.8% | -18.7% | -26.7% |
| 6M | +128.7% | -1.1% | +129.8% | +125.2% |
| YTD | +139.3% | +1.6% | +137.6% | +139.5% |
| 1Y | +88.0% | -2.7% | +90.6% | +78.8% |
| All | +88.0% | -2.7% | +90.7% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling