+285.6%
APH vs UDR
+4.2%
+281.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | -2.0% | +7.0% | +5.4% |
| 30D | -3.9% | -5.2% | +1.3% | -2.9% |
| 3M | +13.0% | -5.8% | +18.8% | +13.9% |
| 6M | +25.2% | -1.7% | +26.8% | +24.7% |
| YTD | +22.9% | +2.4% | +20.6% | +21.1% |
| 1Y | +47.8% | -2.1% | +50.0% | +47.5% |
| All | +285.6% | +4.2% | +281.4% | +278.8% |
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