+296.4%
ARM vs UDR
+7.3%
+289.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | -2.0% | +7.4% | +6.2% |
| 30D | -8.2% | -5.2% | -3.0% | -6.5% |
| 3M | -35.9% | -5.8% | -30.1% | -35.3% |
| 6M | +103.1% | -1.7% | +104.8% | +100.1% |
| YTD | +130.6% | +2.4% | +128.3% | +121.2% |
| 1Y | +86.1% | -2.1% | +88.2% | +83.1% |
| All | +296.4% | +7.3% | +289.1% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling