+138.0%
ARMK vs UDR
+44.7%
+93.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | +0.3% | -3.3% | +3.6% | +2.4% |
| 30D | +2.4% | -5.6% | +8.0% | +6.0% |
| 3M | +6.1% | -9.4% | +15.5% | +12.2% |
| 6M | +41.8% | -3.0% | +44.7% | +43.1% |
| YTD | +55.5% | -0.4% | +55.9% | +54.6% |
| 1Y | +49.6% | -5.1% | +54.7% | +53.0% |
| 3Y | +122.8% | +4.2% | +118.6% | +109.2% |
| 5Y | +151.0% | -19.5% | +170.5% | +173.7% |
| 10Y | +138.0% | +47.9% | +90.1% | +93.5% |
| All | +138.0% | +44.7% | +93.3% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling