+244.7%
APLD vs UDR
-23.3%
+268.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.3% |
| 7D | +3.1% | +2.2% | +0.9% | +1.5% |
| 30D | -29.4% | +8.0% | -37.4% | -33.1% |
| 3M | -42.8% | -3.3% | -39.5% | -42.0% |
| 6M | -59.5% | +1.0% | -60.5% | -61.2% |
| YTD | -31.8% | +4.2% | -36.0% | -36.4% |
| 1Y | -46.0% | +10.8% | -56.9% | -52.7% |
| 3Y | +252.0% | +30.1% | +221.9% | +143.5% |
| All | +244.7% | -23.3% | +268.1% | +317.1% |
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 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