+78.9%
UBER vs AGG
-2.6%
+81.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -5.4% | -1.1% | -4.3% | -4.5% |
| 30D | -4.9% | -1.1% | -3.8% | -3.9% |
| 3M | +3.0% | -1.9% | +5.0% | +4.8% |
| 6M | -4.4% | -1.7% | -2.7% | -2.9% |
| YTD | -12.3% | -1.3% | -11.0% | -11.2% |
| 1Y | -24.3% | -0.7% | -23.6% | -23.7% |
| 3Y | +46.4% | +12.5% | +34.0% | +29.6% |
| All | +78.9% | -2.6% | +81.5% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling