+82.5%
UBER vs ACM
+4.8%
+77.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -2.5% | -12.9% | +10.4% | +5.4% |
| 3M | +4.4% | -6.4% | +10.8% | +7.1% |
| 6M | -2.7% | -29.2% | +26.6% | +20.1% |
| YTD | -10.5% | -29.9% | +19.4% | +9.2% |
| 1Y | -22.5% | -47.3% | +24.8% | +16.3% |
| 3Y | +54.8% | -19.6% | +74.4% | +59.7% |
| 5Y | +82.5% | +5.5% | +77.0% | +52.9% |
| All | +82.5% | +4.8% | +77.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling