+1,821.9%
BA vs UDR
+2,878.3%
-1,056.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -2.0% | +3.2% | +1.9% |
| 30D | -11.6% | -5.2% | -6.4% | -9.9% |
| 3M | -2.4% | -5.8% | +3.4% | -0.5% |
| 6M | -6.6% | -1.7% | -4.9% | -6.4% |
| YTD | -2.2% | +2.4% | -4.6% | -3.7% |
| 1Y | -8.0% | -2.1% | -5.9% | -8.0% |
| 3Y | -5.0% | +4.2% | -9.2% | -8.4% |
| 5Y | -2.7% | -20.0% | +17.3% | +3.0% |
| 10Y | +75.9% | +44.6% | +31.2% | +56.9% |
| All | +1,821.9% | +2,878.3% | -1,056.3% | +850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling