+155.9%
UBER vs ACI
+25.9%
+130.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | +11.1% | +5.9% | +5.2% | +10.9% |
| 3M | +4.9% | -19.8% | +24.7% | +5.4% |
| 6M | -1.2% | -24.7% | +23.6% | -0.6% |
| YTD | -7.3% | -24.4% | +17.1% | -6.9% |
| 1Y | -17.6% | -31.5% | +13.9% | -17.0% |
| 3Y | +61.1% | -38.7% | +99.7% | +62.6% |
| 5Y | +87.9% | -42.8% | +130.7% | +89.5% |
| All | +155.9% | +25.9% | +130.0% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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