+293.4%
ARM vs UDR
+27.7%
+265.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.3% | +12.3% | +12.1% |
| 7D | +6.0% | -1.8% | +7.8% | +6.5% |
| 30D | -20.3% | +7.9% | -28.2% | -22.0% |
| 3M | -24.4% | -0.8% | -23.6% | -24.2% |
| 6M | -4.4% | 0.0% | -4.3% | -6.4% |
| YTD | +86.0% | +3.7% | +82.3% | +78.0% |
| 1Y | +35.8% | +8.5% | +27.3% | +26.0% |
| All | +293.4% | +27.7% | +265.7% | +204.8% |
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 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