+71.0%
UBER vs ACM
+98.7%
-27.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -0.8% |
| 7D | -7.0% | -3.7% | -3.4% | -4.7% |
| 30D | -8.9% | -12.7% | +3.8% | -1.3% |
| 3M | +1.0% | -9.8% | +10.8% | +6.3% |
| 6M | -3.7% | -31.4% | +27.7% | +21.0% |
| YTD | -13.0% | -32.1% | +19.1% | +8.4% |
| 1Y | -25.5% | -47.8% | +22.3% | +11.1% |
| 3Y | +50.5% | -22.1% | +72.5% | +64.7% |
| 5Y | +76.2% | +1.8% | +74.4% | +59.4% |
| All | +71.0% | +98.7% | -27.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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