+42.2%
UBER vs ACM
-7.9%
+50.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +1.3% |
| 7D | +6.7% | +6.9% | -0.2% | +3.4% |
| 30D | -0.5% | +19.1% | -19.5% | -8.3% |
| 3M | -5.1% | -6.9% | +1.8% | -2.5% |
| 6M | -5.7% | -12.0% | +6.4% | -0.8% |
| YTD | -12.9% | -25.1% | +12.2% | -1.2% |
| 1Y | -22.6% | -45.4% | +22.8% | +7.4% |
| 3Y | +42.2% | -6.9% | +49.1% | +34.5% |
| All | +42.2% | -7.9% | +50.1% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling