-55.4%
APP vs UDR
+14.9%
-70.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.2% |
| 7D | +4.5% | +7.2% | -2.7% | +4.0% |
| 30D | -3.6% | +10.5% | -14.1% | -4.3% |
| 3M | -35.3% | -2.3% | -33.0% | -36.1% |
| 6M | -42.8% | +4.0% | -46.8% | -43.3% |
| YTD | -59.7% | +5.6% | -65.3% | -55.8% |
| 1Y | -55.4% | +13.0% | -68.4% | -49.4% |
| All | -55.4% | +14.9% | -70.3% | -49.4% |
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