+228.9%
ARM vs UDR
+25.4%
+203.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | -15.2% | +3.0% | -18.2% | -15.8% |
| 30D | -40.7% | +10.3% | -50.9% | -42.3% |
| 3M | -39.1% | -2.9% | -36.2% | -38.6% |
| 6M | -26.4% | +0.3% | -26.7% | -28.0% |
| YTD | +59.7% | +3.8% | +56.0% | +52.8% |
| 1Y | +10.3% | +12.7% | -2.4% | -0.2% |
| 3Y | +228.9% | +27.6% | +201.3% | +164.2% |
| All | +228.9% | +25.4% | +203.5% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling