+107.2%
APA vs UDR
+14.9%
+92.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -6.1% |
| 7D | -13.0% | +7.2% | -20.2% | -11.9% |
| 30D | +2.0% | +10.5% | -8.5% | +3.6% |
| 3M | +24.9% | -2.3% | +27.2% | +24.9% |
| 6M | +7.2% | +4.0% | +3.2% | +8.0% |
| YTD | +87.1% | +5.6% | +81.5% | +94.7% |
| 1Y | +107.2% | +13.0% | +94.1% | +125.4% |
| All | +107.2% | +14.9% | +92.2% | +125.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling