+61,451.9%
APH vs UDR
+2,429.1%
+59,022.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.2% | -47.2% |
| 7D | -48.7% | -1.9% | -46.8% | -48.1% |
| 30D | -51.9% | -5.2% | -46.7% | -50.8% |
| 3M | -43.6% | -5.8% | -37.8% | -42.3% |
| 6M | -37.5% | -1.7% | -35.8% | -37.3% |
| YTD | -38.6% | +2.4% | -41.0% | -39.4% |
| 1Y | -26.3% | -2.1% | -24.2% | -26.3% |
| 3Y | +89.2% | +4.2% | +85.0% | +82.5% |
| 5Y | +119.8% | -20.0% | +139.8% | +132.0% |
| 10Y | +454.3% | +44.6% | +409.6% | +359.8% |
| All | +61,451.9% | +2,429.1% | +59,022.8% | +24,706.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling