+355.9%
APH vs UDR
-19.6%
+375.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | -3.9% | -5.2% | +1.3% | -2.1% |
| 3M | +13.0% | -5.8% | +18.8% | +14.8% |
| 6M | +25.2% | -1.7% | +26.8% | +24.8% |
| YTD | +22.9% | +2.4% | +20.6% | +20.3% |
| 1Y | +47.8% | -2.1% | +50.0% | +47.1% |
| 3Y | +283.0% | +4.2% | +278.8% | +263.6% |
| All | +355.9% | -19.6% | +375.5% | +400.3% |
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