-12.3%
BA vs UDR
+7.9%
-20.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -8.0% | +6.7% | -14.7% | -9.0% |
| 3M | -25.8% | -1.8% | -24.0% | -25.8% |
| 6M | -27.6% | -1.8% | -25.8% | -27.9% |
| YTD | -21.0% | +2.5% | -23.5% | -22.8% |
| 1Y | -12.3% | +7.9% | -20.2% | -16.0% |
| All | -12.3% | +7.9% | -20.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling