+1.9%
UDR vs BBAI
-70.8%
+72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -1.0% | -1.0% | -2.1% |
| 30D | -5.6% | -10.7% | +5.1% | -5.5% |
| 3M | -5.8% | -32.3% | +26.5% | -5.5% |
| 6M | -1.1% | -31.3% | +30.2% | -0.9% |
| YTD | +1.6% | -45.9% | +47.5% | +2.0% |
| 1Y | -2.7% | -40.0% | +37.4% | -2.5% |
| 3Y | +6.3% | +72.8% | -66.5% | +4.1% |
| 5Y | -19.3% | -70.4% | +51.0% | -21.4% |
| All | +1.9% | -70.8% | +72.7% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling