+302.2%
ARMK vs UDR
+138.0%
+164.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | -2.0% | -0.4% | -1.3% |
| 30D | 0.0% | -5.2% | +5.2% | +3.0% |
| 3M | +6.7% | -5.8% | +12.4% | +10.0% |
| 6M | +38.8% | -1.7% | +40.5% | +39.1% |
| YTD | +55.2% | +2.4% | +52.8% | +51.9% |
| 1Y | +46.6% | -2.1% | +48.7% | +47.1% |
| 3Y | +112.9% | +4.2% | +108.7% | +101.5% |
| 5Y | +144.0% | -20.0% | +164.0% | +166.2% |
| 10Y | +132.4% | +44.6% | +87.8% | +90.2% |
| All | +302.2% | +138.0% | +164.2% | +182.9% |
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