+25.5%
BA vs UDR
+55.2%
-29.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.9% |
| 7D | -1.4% | -1.8% | +0.4% | -0.2% |
| 30D | -7.9% | +7.9% | -15.8% | -12.8% |
| 3M | -25.2% | -0.8% | -24.4% | -25.0% |
| 6M | -26.7% | 0.0% | -26.7% | -27.5% |
| YTD | -19.6% | +3.7% | -23.3% | -23.2% |
| 1Y | -10.6% | +8.5% | -19.1% | -17.5% |
| 3Y | -11.2% | +26.6% | -37.8% | -30.7% |
| 5Y | -20.4% | -20.2% | -0.2% | -11.7% |
| All | +25.5% | +55.2% | -29.6% | -2.5% |
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