+75.9%
UBER vs AFL
+172.3%
-96.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -2.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -2.5% | -7.1% | +4.6% | +1.4% |
| 3M | +4.4% | +0.4% | +3.9% | +3.6% |
| 6M | -2.7% | +4.5% | -7.2% | -5.9% |
| YTD | -10.5% | +6.1% | -16.6% | -14.4% |
| 1Y | -22.5% | +10.6% | -33.1% | -28.0% |
| 3Y | +54.8% | +64.0% | -9.2% | +8.6% |
| 5Y | +82.5% | +133.7% | -51.2% | -0.2% |
| All | +75.9% | +172.3% | -96.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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