+397.7%
BAC vs UDR
+44.7%
+353.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.5% |
| 7D | +0.6% | -3.3% | +3.9% | +2.4% |
| 30D | -1.4% | -5.6% | +4.3% | +1.7% |
| 3M | +15.7% | -9.4% | +25.2% | +21.7% |
| 6M | +32.2% | -3.0% | +35.1% | +33.4% |
| YTD | +15.8% | -0.4% | +16.2% | +14.8% |
| 1Y | +27.3% | -5.1% | +32.4% | +29.3% |
| 3Y | +137.5% | +4.2% | +133.2% | +125.8% |
| 5Y | +73.1% | -19.5% | +92.6% | +86.6% |
| 10Y | +397.7% | +47.9% | +349.9% | +358.9% |
| All | +397.7% | +44.7% | +353.1% | +358.9% |
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