+378.5%
APP vs UDR
+0.1%
+378.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.1% |
| 7D | +0.1% | -2.1% | +2.1% | +1.6% |
| 30D | -10.0% | -5.6% | -4.4% | -6.3% |
| 3M | -44.6% | -5.8% | -38.9% | -42.6% |
| 6M | -37.9% | -1.1% | -36.7% | -38.3% |
| YTD | -53.7% | +1.6% | -55.3% | -55.1% |
| 1Y | -43.0% | -2.7% | -40.3% | -43.1% |
| 3Y | +640.8% | +6.3% | +634.5% | +575.9% |
| 5Y | +358.8% | -19.3% | +378.2% | +400.4% |
| All | +378.5% | +0.1% | +378.4% | +430.3% |
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