-25.5%
UBER vs ACM
-48.7%
+23.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.9% |
| 7D | -7.0% | -3.7% | -3.4% | -6.0% |
| 30D | -8.9% | -12.7% | +3.8% | -5.7% |
| 3M | +1.0% | -9.8% | +10.8% | +3.5% |
| 6M | -3.7% | -31.4% | +27.7% | +7.4% |
| YTD | -13.0% | -32.1% | +19.1% | -3.8% |
| 1Y | -25.5% | -47.8% | +22.3% | -11.1% |
| All | -25.5% | -48.7% | +23.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling