+193.5%
APTV vs UDR
+156.2%
+37.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +4.8% | -2.0% | +6.8% | +6.0% |
| 30D | +2.0% | -5.2% | +7.2% | +5.0% |
| 3M | -34.2% | -5.8% | -28.5% | -32.3% |
| 6M | -34.7% | -1.7% | -33.0% | -34.7% |
| YTD | -37.0% | +2.4% | -39.4% | -38.6% |
| 1Y | -40.4% | -2.1% | -38.3% | -40.6% |
| 3Y | -54.1% | +4.2% | -58.3% | -56.0% |
| 5Y | -68.0% | -20.0% | -48.0% | -65.0% |
| 10Y | -15.5% | +44.6% | -60.2% | -29.6% |
| All | +193.5% | +156.2% | +37.3% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling