-26.4%
BA vs UDR
-20.8%
-5.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.1% | +7.8% | -14.9% | -10.1% |
| 3M | -25.5% | -2.8% | -22.8% | -24.7% |
| 6M | -28.7% | -1.4% | -27.3% | -28.7% |
| YTD | -21.0% | +3.4% | -24.4% | -23.1% |
| 1Y | -11.9% | +9.9% | -21.7% | -16.6% |
| 3Y | -16.2% | +28.5% | -44.7% | -28.8% |
| All | -26.4% | -20.8% | -5.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling