+78.2%
AAPL vs UDR
+4.1%
+74.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -3.0% | -3.3% | +0.3% | -1.8% |
| 30D | +2.3% | -5.6% | +7.9% | +4.3% |
| 3M | +8.6% | -9.4% | +18.0% | +12.2% |
| 6M | +21.6% | -3.0% | +24.5% | +22.1% |
| YTD | +16.3% | -0.4% | +16.7% | +15.6% |
| 1Y | +35.1% | -5.1% | +40.2% | +36.8% |
| All | +78.2% | +4.1% | +74.1% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling