+214.5%
BAC vs UDR
+53.3%
+161.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.5% | -2.4% | +3.9% | +2.9% |
| 30D | -6.4% | +6.7% | -13.1% | -9.7% |
| 3M | -21.7% | -1.8% | -19.9% | -21.1% |
| 6M | +0.5% | -1.8% | +2.3% | +0.9% |
| YTD | -6.7% | +2.5% | -9.2% | -9.1% |
| 1Y | -4.7% | +7.9% | -12.6% | -9.9% |
| 3Y | +96.1% | +25.1% | +71.0% | +67.7% |
| 5Y | +21.7% | -21.2% | +42.9% | +33.2% |
| All | +214.5% | +53.3% | +161.1% | +185.9% |
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