+82.2%
UBER vs AA
+112.6%
-30.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +11.1% | +5.0% | +6.1% | +9.5% |
| 3M | +4.9% | -35.8% | +40.7% | +17.3% |
| 6M | -1.2% | -18.4% | +17.2% | +1.7% |
| YTD | -7.3% | -5.5% | -1.8% | -9.5% |
| 1Y | -17.6% | +61.0% | -78.6% | -32.2% |
| 3Y | +61.1% | +66.2% | -5.2% | +23.0% |
| 5Y | +87.9% | +11.4% | +76.5% | +46.4% |
| All | +82.2% | +112.6% | -30.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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