+233.0%
BAC vs UDR
+56.7%
+176.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -1.8% | -0.1% | -0.9% |
| 30D | -7.2% | +7.9% | -15.1% | -11.1% |
| 3M | -20.4% | -0.8% | -19.6% | -20.2% |
| 6M | +1.3% | 0.0% | +1.3% | +0.6% |
| YTD | -6.4% | +3.7% | -10.1% | -9.4% |
| 1Y | -3.5% | +8.5% | -12.0% | -9.1% |
| 3Y | +96.7% | +26.6% | +70.1% | +67.0% |
| 5Y | +20.6% | -20.2% | +40.8% | +31.2% |
| 10Y | +233.0% | +54.7% | +178.3% | +191.9% |
| All | +233.0% | +56.7% | +176.4% | +191.9% |
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