-0.9%
BA vs UDR
-19.6%
+18.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -2.0% | +3.2% | +2.0% |
| 30D | -11.6% | -5.2% | -6.4% | -9.6% |
| 3M | -2.4% | -5.8% | +3.4% | -0.3% |
| 6M | -6.6% | -1.7% | -4.9% | -6.5% |
| YTD | -2.2% | +2.4% | -4.6% | -4.3% |
| 1Y | -8.0% | -2.1% | -5.9% | -8.2% |
| 3Y | -5.0% | +4.2% | -9.2% | -9.4% |
| All | -0.9% | -19.6% | +18.7% | +9.1% |
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 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