+951.3%
APH vs UDR
+54.2%
+897.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | -7.5% | +8.0% | -15.5% | -10.7% |
| 3M | -4.4% | -3.3% | -1.2% | -3.6% |
| 6M | +26.5% | +1.0% | +25.4% | +24.5% |
| YTD | +20.0% | +4.2% | +15.9% | +16.1% |
| 1Y | +16.9% | +10.8% | +6.0% | +9.8% |
| 3Y | +288.5% | +30.1% | +258.4% | +230.5% |
| 5Y | +310.3% | -18.9% | +329.2% | +331.9% |
| 10Y | +951.3% | +53.4% | +897.9% | +761.0% |
| All | +951.3% | +54.2% | +897.1% | +761.0% |
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 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