+220.6%
APLD vs UDR
-23.6%
+244.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +10.9% | +10.4% |
| 7D | -12.7% | +3.0% | -15.7% | -14.5% |
| 30D | -34.7% | +10.3% | -44.9% | -38.9% |
| 3M | -46.1% | -2.9% | -43.2% | -45.5% |
| 6M | -64.9% | +0.3% | -65.2% | -66.2% |
| YTD | -36.6% | +3.8% | -40.4% | -40.8% |
| 1Y | -50.0% | +12.7% | -62.7% | -56.8% |
| 3Y | +190.1% | +27.6% | +162.5% | +104.2% |
| All | +220.6% | -23.6% | +244.2% | +288.6% |
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 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