+333.0%
APP vs UDR
-19.6%
+352.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | -2.0% | +2.9% | +2.4% |
| 30D | -23.3% | -5.2% | -18.1% | -20.1% |
| 3M | -42.6% | -5.8% | -36.9% | -40.4% |
| 6M | -33.6% | -1.7% | -31.9% | -33.8% |
| YTD | -52.4% | +2.4% | -54.8% | -54.3% |
| 1Y | -35.9% | -2.1% | -33.8% | -36.4% |
| 3Y | +642.2% | +4.2% | +638.0% | +585.5% |
| All | +333.0% | -19.6% | +352.6% | +399.7% |
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