-4.1%
APA vs UDR
+47.3%
-51.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +0.8% | -3.4% | +4.2% | +2.9% |
| 30D | +9.6% | -5.4% | +15.1% | +13.3% |
| 3M | +18.0% | -10.0% | +28.0% | +25.3% |
| 6M | +41.9% | -2.5% | +44.4% | +41.5% |
| YTD | +86.3% | -1.1% | +87.4% | +83.9% |
| 1Y | +97.9% | -3.9% | +101.8% | +98.1% |
| 3Y | +12.8% | +3.4% | +9.3% | +5.1% |
| 5Y | +177.2% | -18.9% | +196.1% | +200.5% |
| All | -4.1% | +47.3% | -51.4% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling