+229.3%
APLD vs UDR
-23.9%
+253.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.6% | -6.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -21.4% | +7.8% | -29.2% | -25.5% |
| 3M | -47.8% | -2.8% | -45.1% | -47.3% |
| 6M | -64.9% | -1.4% | -63.4% | -65.8% |
| YTD | -34.9% | +3.4% | -38.3% | -39.0% |
| 1Y | -30.7% | +9.9% | -40.6% | -38.9% |
| 3Y | +305.3% | +28.5% | +276.8% | +182.3% |
| All | +229.3% | -23.9% | +253.2% | +300.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling