+127.8%
AAPL vs UDR
-20.2%
+148.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -3.5% | +7.3% | +5.5% |
| 30D | +9.9% | -5.3% | +15.2% | +12.6% |
| 3M | +12.5% | -9.5% | +22.0% | +17.3% |
| 6M | +27.6% | -0.7% | +28.3% | +27.1% |
| YTD | +22.6% | -1.2% | +23.7% | +22.1% |
| 1Y | +45.0% | -5.7% | +50.7% | +47.5% |
| 3Y | +87.8% | +3.7% | +84.0% | +80.9% |
| All | +127.8% | -20.2% | +148.0% | +153.3% |
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