+101.4%
APA vs UDR
-3.8%
+105.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.6% | -3.5% | +8.0% | +4.2% |
| 30D | +11.9% | -5.3% | +17.2% | +11.3% |
| 3M | +22.5% | -9.5% | +32.0% | +21.3% |
| 6M | +37.5% | -0.7% | +38.2% | +38.5% |
| YTD | +87.2% | -1.2% | +88.3% | +90.7% |
| 1Y | +101.4% | -5.7% | +107.2% | +99.9% |
| All | +101.4% | -3.8% | +105.2% | +99.9% |
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