+285.2%
APH vs UDR
-20.8%
+306.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | -5.4% | +7.8% | -13.2% | -8.1% |
| 3M | -5.5% | -2.8% | -2.7% | -4.8% |
| 6M | +25.9% | -1.4% | +27.4% | +25.4% |
| YTD | +16.4% | +3.4% | +13.0% | +13.1% |
| 1Y | +16.5% | +9.9% | +6.6% | +10.2% |
| 3Y | +270.9% | +28.5% | +242.3% | +214.5% |
| All | +285.2% | -20.8% | +306.0% | +329.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling