+277.4%
APH vs UDR
+26.2%
+251.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +11.1% | -2.4% | +13.5% | +11.5% |
| 30D | -7.3% | +6.7% | -14.0% | -8.3% |
| 3M | -6.2% | -1.8% | -4.4% | -6.0% |
| 6M | +24.9% | -1.8% | +26.7% | +24.5% |
| YTD | +18.4% | +2.5% | +15.9% | +16.6% |
| 1Y | +13.0% | +7.9% | +5.1% | +9.7% |
| All | +277.4% | +26.2% | +251.2% | +251.2% |
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