-18.2%
APTV vs UDR
+47.3%
-65.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | -1.8% | -3.4% | +1.6% | +0.2% |
| 30D | -7.9% | -5.4% | -2.5% | -4.9% |
| 3M | -29.9% | -10.0% | -20.0% | -25.7% |
| 6M | -36.6% | -2.5% | -34.0% | -36.4% |
| YTD | -40.0% | -1.1% | -38.8% | -40.4% |
| 1Y | -44.0% | -3.9% | -40.1% | -43.6% |
| 3Y | -54.5% | +3.4% | -58.0% | -56.4% |
| 5Y | -68.8% | -18.9% | -49.9% | -65.9% |
| All | -18.2% | +47.3% | -65.4% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling