+132,206.3%
APH vs UDR
+2,429.1%
+129,777.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | -3.9% | -5.2% | +1.3% | -2.1% |
| 3M | +13.0% | -5.8% | +18.8% | +14.9% |
| 6M | +25.2% | -1.7% | +26.8% | +25.1% |
| YTD | +22.9% | +2.4% | +20.6% | +20.8% |
| 1Y | +47.8% | -2.1% | +50.0% | +47.2% |
| 3Y | +283.0% | +4.2% | +278.8% | +267.5% |
| 5Y | +349.7% | -20.0% | +369.7% | +372.2% |
| 10Y | +1,061.2% | +44.6% | +1,016.6% | +858.3% |
| All | +132,206.3% | +2,429.1% | +129,777.1% | +52,938.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling