+193.1%
APD vs UDR
+54.6%
+138.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | +8.2% | +7.8% | +0.4% | +4.6% |
| 3M | +4.3% | -2.8% | +7.1% | +5.5% |
| 6M | +4.7% | -1.4% | +6.1% | +5.0% |
| YTD | +31.5% | +3.4% | +28.1% | +28.7% |
| 1Y | +23.5% | +9.9% | +13.7% | +17.6% |
| 3Y | +29.1% | +28.5% | +0.6% | +13.7% |
| 5Y | +15.9% | -20.5% | +36.4% | +24.1% |
| All | +193.1% | +54.6% | +138.5% | +142.7% |
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