+12.4%
APD vs UDR
+25.4%
-13.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -3.7% | +3.0% | -6.6% | -4.9% |
| 30D | +9.6% | +10.3% | -0.6% | +4.9% |
| 3M | +1.6% | -2.9% | +4.6% | +2.9% |
| 6M | +2.2% | +0.3% | +1.8% | +1.6% |
| YTD | +25.9% | +3.8% | +22.1% | +22.7% |
| 1Y | +20.1% | +12.7% | +7.4% | +12.4% |
| 3Y | +12.4% | +27.6% | -15.2% | -2.9% |
| All | +12.4% | +25.4% | -13.0% | -2.9% |
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 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