+1,376.8%
BAC vs UDR
+2,878.3%
-1,501.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -2.0% | +3.1% | +2.4% |
| 30D | -0.4% | -5.2% | +4.8% | +2.9% |
| 3M | +16.9% | -5.8% | +22.7% | +20.9% |
| 6M | +26.6% | -1.7% | +28.3% | +26.9% |
| YTD | +15.8% | +2.4% | +13.4% | +12.6% |
| 1Y | +27.2% | -2.1% | +29.3% | +26.8% |
| 3Y | +132.4% | +4.2% | +128.2% | +118.8% |
| 5Y | +72.6% | -20.0% | +92.6% | +87.7% |
| 10Y | +389.7% | +44.6% | +345.1% | +239.7% |
| All | +1,376.8% | +2,878.3% | -1,501.4% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling