+179.9%
APTV vs UDR
+154.3%
+25.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | +2.0% | -2.1% | +4.0% | +3.1% |
| 30D | -7.7% | -5.6% | -2.1% | -4.8% |
| 3M | -34.0% | -5.8% | -28.2% | -32.0% |
| 6M | -37.1% | -1.1% | -36.0% | -37.4% |
| YTD | -39.9% | +1.6% | -41.5% | -41.2% |
| 1Y | -44.4% | -2.7% | -41.8% | -44.4% |
| 3Y | -54.5% | +6.3% | -60.8% | -56.8% |
| 5Y | -69.1% | -19.3% | -49.8% | -66.3% |
| 10Y | -20.0% | +46.0% | -66.0% | -33.5% |
| All | +179.9% | +154.3% | +25.6% | +82.1% |
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