-16.6%
APP vs UDR
+0.3%
-16.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.0% | +9.9% |
| 7D | +71.2% | +3.0% | +68.2% | +70.3% |
| 30D | +39.1% | +10.3% | +28.8% | +38.1% |
| 3M | +16.5% | -2.9% | +19.5% | +13.0% |
| 6M | -16.6% | +0.3% | -16.9% | -12.5% |
| All | -16.6% | +0.3% | -16.8% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling