+45.7%
APA vs UDR
+26.2%
+19.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.3% |
| 7D | +9.6% | -2.4% | +12.0% | +10.4% |
| 30D | -0.2% | +6.7% | -6.9% | -2.5% |
| 3M | +19.8% | -1.8% | +21.6% | +20.2% |
| 6M | +30.1% | -1.8% | +31.8% | +29.7% |
| YTD | +100.4% | +2.5% | +97.9% | +96.0% |
| 1Y | +105.2% | +7.9% | +97.3% | +95.4% |
| All | +45.7% | +26.2% | +19.4% | +27.4% |
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 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