-46.5%
APLD vs UDR
+14.9%
-61.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -4.6% |
| 7D | -18.5% | +7.2% | -25.8% | -15.0% |
| 30D | -32.8% | +10.5% | -43.2% | -28.8% |
| 3M | -46.9% | -2.3% | -44.6% | -47.0% |
| 6M | -53.4% | +4.0% | -57.4% | -54.1% |
| YTD | -32.3% | +5.6% | -37.9% | -30.4% |
| 1Y | -46.5% | +13.0% | -59.6% | -43.1% |
| All | -46.5% | +14.9% | -61.4% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling