+883.7%
BAH vs UDR
+192.0%
+691.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | +2.0% | -5.2% | +7.2% | +3.8% |
| 3M | -7.6% | -5.8% | -1.8% | -5.9% |
| 6M | -5.7% | -1.7% | -4.0% | -5.4% |
| YTD | -11.7% | +2.4% | -14.1% | -12.7% |
| 1Y | -27.4% | -2.1% | -25.3% | -27.1% |
| 3Y | -32.5% | +4.2% | -36.7% | -34.6% |
| 5Y | -3.3% | -20.0% | +16.7% | +0.9% |
| 10Y | +186.0% | +44.6% | +141.3% | +132.0% |
| All | +883.7% | +192.0% | +691.7% | +485.1% |
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 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