+71.2%
UBER vs ACGL
+241.5%
-170.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.4% |
| 7D | +6.7% | -1.1% | +7.8% | +7.2% |
| 30D | -0.5% | +13.1% | -13.6% | -5.8% |
| 3M | -5.1% | +9.8% | -14.9% | -9.0% |
| 6M | -5.7% | +15.3% | -20.9% | -11.7% |
| YTD | -12.9% | +12.7% | -25.6% | -18.1% |
| 1Y | -22.6% | +20.7% | -43.3% | -29.5% |
| 3Y | +42.2% | +34.3% | +7.9% | +19.4% |
| 5Y | +56.4% | +170.6% | -114.2% | -11.9% |
| All | +71.2% | +241.5% | -170.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling