-2.1%
UDR vs BAM
-8.8%
+6.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | -5.2% | -2.9% | -2.3% | -4.9% |
| 3M | -5.8% | +9.4% | -15.2% | -7.0% |
| 6M | -1.7% | +10.8% | -12.4% | -3.4% |
| YTD | +2.4% | -0.4% | +2.8% | +1.8% |
| 1Y | -2.1% | -10.9% | +8.7% | -2.4% |
| All | -2.1% | -8.8% | +6.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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