+10.3%
APA vs UDR
+4.7%
+5.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.0% |
| 30D | +15.7% | -5.6% | +21.4% | +17.8% |
| 3M | +16.5% | -5.8% | +22.2% | +18.4% |
| 6M | +35.1% | -1.1% | +36.2% | +34.6% |
| YTD | +82.2% | +1.6% | +80.6% | +79.3% |
| 1Y | +102.5% | -2.7% | +105.1% | +102.9% |
| 3Y | +10.3% | +6.3% | +4.0% | +6.5% |
| All | +10.3% | +4.7% | +5.6% | +6.5% |
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