+503.8%
APP vs UDR
+1.0%
+502.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -1.9% |
| 7D | +10.6% | -2.4% | +12.9% | +12.4% |
| 30D | +44.6% | +6.7% | +37.9% | +37.7% |
| 3M | +29.6% | -1.8% | +31.4% | +30.9% |
| 6M | -19.8% | -1.8% | -18.0% | -19.8% |
| YTD | -41.6% | +2.5% | -44.1% | -43.8% |
| 1Y | -32.7% | +7.9% | -40.6% | -38.1% |
| 3Y | +799.0% | +25.1% | +773.9% | +612.7% |
| 5Y | +250.4% | -21.2% | +271.5% | +277.0% |
| All | +503.8% | +1.0% | +502.8% | +563.9% |
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