+40.3%
ARMK vs UDR
+14.9%
+25.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.6% | -7.8% | -5.1% |
| 7D | -5.8% | +7.2% | -13.0% | -7.7% |
| 30D | -5.3% | +10.5% | -15.7% | -8.4% |
| 3M | -6.7% | -2.3% | -4.5% | -5.5% |
| 6M | +17.4% | +4.0% | +13.4% | +14.4% |
| YTD | +43.0% | +5.6% | +37.4% | +41.5% |
| 1Y | +40.3% | +13.0% | +27.3% | +34.3% |
| All | +40.3% | +14.9% | +25.4% | +34.3% |
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