-32.7%
APP vs UDR
+7.9%
-40.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.6% |
| 7D | +10.6% | -2.4% | +12.9% | +10.8% |
| 30D | +44.6% | +6.7% | +37.9% | +43.6% |
| 3M | +29.6% | -1.8% | +31.4% | +28.6% |
| 6M | -19.8% | -1.8% | -18.0% | -20.3% |
| YTD | -41.6% | +2.5% | -44.1% | -35.4% |
| 1Y | -32.7% | +7.9% | -40.6% | -24.3% |
| All | -32.7% | +7.9% | -40.6% | -24.3% |
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 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