+281.0%
ARMK vs UDR
+141.2%
+139.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +2.8% | -1.8% | +4.6% | +3.8% |
| 30D | -1.8% | +7.9% | -9.7% | -6.4% |
| 3M | -10.9% | -0.8% | -10.1% | -10.9% |
| 6M | +21.2% | 0.0% | +21.3% | +20.0% |
| YTD | +47.0% | +3.7% | +43.3% | +42.2% |
| 1Y | +42.9% | +8.5% | +34.3% | +34.4% |
| 3Y | +95.0% | +26.6% | +68.4% | +63.4% |
| 5Y | +106.2% | -20.2% | +126.4% | +125.0% |
| 10Y | +131.6% | +54.7% | +76.9% | +84.1% |
| All | +281.0% | +141.2% | +139.8% | +164.7% |
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