+1,041.3%
APH vs UDR
+42.1%
+999.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +1.1% |
| 30D | -3.3% | -5.6% | +2.3% | -1.1% |
| 3M | +14.0% | -5.8% | +19.8% | +16.3% |
| 6M | +24.4% | -1.1% | +25.5% | +23.9% |
| YTD | +21.4% | +1.6% | +19.8% | +19.1% |
| 1Y | +48.9% | -2.7% | +51.6% | +48.4% |
| 3Y | +290.1% | +6.3% | +283.8% | +266.0% |
| 5Y | +352.8% | -19.3% | +372.1% | +378.3% |
| 10Y | +1,041.3% | +46.0% | +995.3% | +853.9% |
| All | +1,041.3% | +42.1% | +999.1% | +853.9% |
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 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