+72.9%
BAC vs UDR
-18.0%
+90.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.9% |
| 6M | +29.6% | -1.1% | +30.7% | +29.5% |
| YTD | +15.3% | +1.6% | +13.6% | +13.3% |
| 1Y | +28.8% | -2.7% | +31.5% | +29.2% |
| 3Y | +136.4% | +6.3% | +130.1% | +124.0% |
| 5Y | +72.9% | -19.3% | +92.2% | +82.7% |
| All | +72.9% | -18.0% | +90.9% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling