-19.5%
UDR vs BBAI
-71.3%
+51.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -3.3% | -4.1% | +0.8% | -3.2% |
| 30D | -5.6% | -12.4% | +6.7% | -5.5% |
| 3M | -9.4% | -29.1% | +19.7% | -9.1% |
| 6M | -3.0% | -32.6% | +29.7% | -2.7% |
| YTD | -0.4% | -47.6% | +47.2% | +0.1% |
| 1Y | -5.1% | -41.0% | +35.9% | -5.0% |
| 3Y | +4.2% | +67.5% | -63.2% | +2.1% |
| 5Y | -19.5% | -71.3% | +51.7% | -22.4% |
| All | -19.5% | -71.3% | +51.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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