+167.7%
APA vs UDR
-19.1%
+186.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | +15.7% | -5.6% | +21.4% | +18.4% |
| 3M | +16.5% | -5.8% | +22.2% | +18.9% |
| 6M | +35.1% | -1.1% | +36.2% | +34.3% |
| YTD | +82.2% | +1.6% | +80.6% | +78.7% |
| 1Y | +102.5% | -2.7% | +105.1% | +102.2% |
| 3Y | +10.3% | +6.3% | +4.0% | +5.0% |
| All | +167.7% | -19.1% | +186.8% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling