+26.6%
BA vs UDR
+53.1%
-26.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +2.0% | -2.0% | -1.4% |
| 30D | -8.9% | +7.9% | -16.8% | -13.8% |
| 3M | -25.5% | -1.5% | -24.1% | -25.0% |
| 6M | -27.0% | +0.9% | -27.9% | -28.2% |
| YTD | -20.1% | +4.0% | -24.2% | -23.9% |
| 1Y | -11.0% | +10.4% | -21.4% | -18.9% |
| 3Y | -11.8% | +26.9% | -38.7% | -31.2% |
| 5Y | -20.6% | -19.4% | -1.3% | -12.7% |
| 10Y | +26.6% | +57.0% | -30.4% | -3.1% |
| All | +26.6% | +53.1% | -26.5% | -3.1% |
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 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