+292.6%
APP vs UDR
-18.0%
+310.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.0% | +10.7% |
| 7D | +71.2% | +3.0% | +68.2% | +67.4% |
| 30D | +39.1% | +10.3% | +28.8% | +28.6% |
| 3M | +16.5% | -2.9% | +19.5% | +18.9% |
| 6M | -16.6% | +0.3% | -16.9% | -18.1% |
| YTD | -41.9% | +3.8% | -45.7% | -45.0% |
| 1Y | -37.0% | +12.7% | -49.8% | -44.8% |
| 3Y | +892.4% | +27.6% | +864.9% | +647.7% |
| All | +292.6% | -18.0% | +310.6% | +324.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling