+71.2%
UBER vs ACM
+119.0%
-47.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +0.4% |
| 7D | +6.7% | +6.9% | -0.2% | +2.2% |
| 30D | -0.5% | +19.1% | -19.5% | -11.2% |
| 3M | -5.1% | -6.9% | +1.8% | -1.9% |
| 6M | -5.7% | -12.0% | +6.4% | -0.1% |
| YTD | -12.9% | -25.1% | +12.2% | +1.5% |
| 1Y | -22.6% | -45.4% | +22.8% | +12.3% |
| 3Y | +42.2% | -6.9% | +49.1% | +37.4% |
| 5Y | +56.4% | +3.7% | +52.6% | +40.2% |
| All | +71.2% | +119.0% | -47.8% | -29.2% |
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