+82.2%
UBER vs ACM
+106.6%
-24.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -3.9% | -3.7% | -0.1% | -1.4% |
| 30D | +11.1% | -11.1% | +22.2% | +18.8% |
| 3M | +4.9% | -8.0% | +12.9% | +9.0% |
| 6M | -1.2% | -29.7% | +28.5% | +22.3% |
| YTD | -7.3% | -29.4% | +22.1% | +12.6% |
| 1Y | -17.6% | -46.4% | +28.8% | +20.8% |
| 3Y | +61.1% | -22.3% | +83.4% | +77.2% |
| 5Y | +87.9% | +4.5% | +83.4% | +67.1% |
| All | +82.2% | +106.6% | -24.4% | -21.4% |
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