-43.0%
APP vs UDR
-2.7%
-40.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.7% |
| 7D | +0.1% | -2.1% | +2.1% | +0.1% |
| 30D | -10.0% | -5.6% | -4.4% | -10.2% |
| 3M | -44.6% | -5.8% | -38.9% | -44.8% |
| 6M | -37.9% | -1.1% | -36.7% | -37.8% |
| YTD | -53.7% | +1.6% | -55.3% | -51.0% |
| 1Y | -43.0% | -2.7% | -40.3% | -34.1% |
| All | -43.0% | -2.7% | -40.2% | -34.1% |
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 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