+136.4%
BAC vs UDR
+4.7%
+131.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | +1.2% | -2.1% | +3.2% | +2.1% |
| 30D | -0.7% | -5.6% | +4.9% | +1.9% |
| 3M | +16.9% | -5.8% | +22.7% | +19.7% |
| 6M | +29.6% | -1.1% | +30.7% | +29.4% |
| YTD | +15.3% | +1.6% | +13.6% | +13.2% |
| 1Y | +28.8% | -2.7% | +31.5% | +29.4% |
| 3Y | +136.4% | +6.3% | +130.1% | +120.1% |
| All | +136.4% | +4.7% | +131.7% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling