+1,278.0%
AAPL vs UDR
+47.2%
+1,230.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -3.5% | +7.3% | +5.3% |
| 30D | +9.9% | -5.3% | +15.2% | +12.2% |
| 3M | +12.5% | -9.5% | +22.0% | +16.7% |
| 6M | +27.6% | -0.7% | +28.3% | +27.3% |
| YTD | +22.6% | -1.2% | +23.7% | +22.3% |
| 1Y | +45.0% | -5.7% | +50.7% | +47.2% |
| 3Y | +87.8% | +3.7% | +84.0% | +82.0% |
| 5Y | +128.7% | -18.9% | +147.6% | +141.6% |
| All | +1,278.0% | +47.2% | +1,230.8% | +1,171.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling