+20.3%
ARM vs UDR
+11.4%
+8.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.9% |
| 7D | -5.3% | +2.2% | -7.6% | -3.7% |
| 30D | -30.0% | +8.0% | -38.1% | -25.9% |
| 3M | -34.1% | -3.3% | -30.8% | -34.8% |
| 6M | -12.6% | +1.0% | -13.7% | -12.6% |
| YTD | +70.4% | +4.2% | +66.3% | +75.6% |
| All | +20.3% | +11.4% | +8.9% | +27.7% |
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