+66.3%
UBER vs ACN
+62.3%
+4.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | +0.5% | -5.7% | +6.2% | +3.6% |
| 30D | -3.1% | +17.0% | -20.1% | -11.4% |
| 3M | -8.3% | +39.9% | -48.1% | -25.4% |
| 6M | -9.5% | +50.2% | -59.7% | -31.4% |
| YTD | -15.4% | -4.2% | -11.3% | -16.3% |
| 1Y | -26.1% | +4.3% | -30.4% | -31.4% |
| 3Y | +34.0% | -17.1% | +51.1% | +36.9% |
| 5Y | +53.2% | -26.5% | +79.7% | +70.0% |
| All | +66.3% | +62.3% | +4.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling