+70.0%
UBER vs ACM
+119.2%
-49.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +1.2% | +3.0% | -1.8% | -0.8% |
| 30D | -1.1% | +19.7% | -20.8% | -12.1% |
| 3M | -10.0% | +5.3% | -15.3% | -13.8% |
| 6M | -7.2% | -10.8% | +3.6% | -2.6% |
| YTD | -13.5% | -25.1% | +11.6% | +0.7% |
| 1Y | -24.5% | -45.8% | +21.3% | +10.2% |
| 3Y | +37.0% | -9.4% | +46.4% | +35.0% |
| 5Y | +63.3% | +4.8% | +58.5% | +45.3% |
| All | +70.0% | +119.2% | -49.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling