+403.2%
APLD vs UDR
+6.2%
+397.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +4.1% | -2.0% | +6.1% | +4.8% |
| 30D | -11.7% | -5.2% | -6.5% | -10.2% |
| 3M | -40.3% | -5.8% | -34.5% | -39.9% |
| 6M | -8.0% | -1.7% | -6.3% | -9.6% |
| YTD | +7.5% | +2.4% | +5.2% | +3.3% |
| 1Y | +84.0% | -2.1% | +86.1% | +80.4% |
| All | +403.2% | +6.2% | +397.0% | +298.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling