-69.6%
APTV vs UDR
-19.7%
-49.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.5% |
| 7D | -1.2% | -3.3% | +2.1% | +0.9% |
| 30D | -10.6% | -5.6% | -5.0% | -7.5% |
| 3M | -35.0% | -9.4% | -25.6% | -31.3% |
| 6M | -38.9% | -3.0% | -35.9% | -38.6% |
| YTD | -41.5% | -0.4% | -41.1% | -42.4% |
| 1Y | -45.8% | -5.1% | -40.7% | -45.0% |
| 3Y | -55.7% | +4.2% | -59.9% | -58.0% |
| All | -69.6% | -19.7% | -49.9% | -66.1% |
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 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