+149.1%
ARMK vs UDR
-18.0%
+167.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.7% |
| 7D | +1.7% | -2.1% | +3.8% | +2.6% |
| 30D | +3.1% | -5.6% | +8.7% | +5.7% |
| 3M | +9.2% | -5.8% | +15.0% | +11.8% |
| 6M | +43.7% | -1.1% | +44.8% | +43.5% |
| YTD | +57.4% | +1.6% | +55.8% | +55.5% |
| 1Y | +51.9% | -2.7% | +54.5% | +52.8% |
| 3Y | +125.4% | +6.3% | +119.1% | +117.4% |
| 5Y | +149.1% | -19.3% | +168.4% | +173.8% |
| All | +149.1% | -18.0% | +167.1% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling