-2.4%
BAC vs UDR
+8.1%
-10.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.5% | -2.4% | +3.9% | +2.1% |
| 30D | -6.4% | +6.7% | -13.1% | -7.6% |
| 3M | -21.7% | -1.8% | -19.9% | -21.5% |
| 6M | +0.5% | -1.8% | +2.3% | +0.4% |
| YTD | -6.7% | +2.5% | -9.2% | -7.0% |
| All | -2.4% | +8.1% | -10.5% | -3.9% |
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 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