+67.6%
UBER vs AAL
-60.5%
+128.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +0.6% | +11.7% | -11.1% | -2.9% |
| 3M | -8.2% | -12.5% | +4.4% | -4.7% |
| 6M | -6.7% | +3.6% | -10.3% | -9.2% |
| YTD | -14.7% | -14.1% | -0.6% | -13.2% |
| 1Y | -24.1% | +0.8% | -24.8% | -26.8% |
| 3Y | +33.4% | +11.8% | +21.6% | +14.8% |
| 5Y | +54.5% | -35.1% | +89.5% | +55.6% |
| All | +67.6% | -60.5% | +128.2% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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