+82.2%
UBER vs ACGL
+209.8%
-127.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | -3.9% | -0.7% | -3.1% | -3.6% |
| 30D | +11.1% | -1.0% | +12.1% | +11.6% |
| 3M | +4.9% | +11.0% | -6.1% | -0.1% |
| 6M | -1.2% | -0.3% | -0.8% | -1.4% |
| YTD | -7.3% | +2.3% | -9.6% | -8.9% |
| 1Y | -17.6% | +6.4% | -24.0% | -20.9% |
| 3Y | +61.1% | +34.0% | +27.1% | +33.9% |
| 5Y | +87.9% | +161.6% | -73.7% | +6.7% |
| All | +82.2% | +209.8% | -127.6% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling