+27.3%
BAC vs UDR
-4.3%
+31.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | -1.4% | -5.6% | +4.3% | -0.3% |
| 3M | +15.7% | -9.4% | +25.2% | +17.8% |
| 6M | +32.2% | -3.0% | +35.1% | +32.3% |
| YTD | +15.8% | -0.4% | +16.2% | +15.8% |
| 1Y | +27.3% | -5.1% | +32.4% | +29.6% |
| All | +27.3% | -4.3% | +31.5% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling