+72.4%
UBER vs AGG
+9.4%
+63.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.1% |
| 7D | -5.4% | -1.1% | -4.3% | -3.8% |
| 30D | -4.9% | -1.1% | -3.8% | -3.1% |
| 3M | +3.0% | -1.9% | +5.0% | +6.5% |
| 6M | -4.4% | -1.7% | -2.7% | -1.5% |
| YTD | -12.3% | -1.3% | -11.0% | -10.3% |
| 1Y | -24.3% | -0.7% | -23.6% | -23.4% |
| 3Y | +46.4% | +12.5% | +34.0% | +15.9% |
| 5Y | +79.7% | -2.5% | +82.1% | +107.1% |
| All | +72.4% | +9.4% | +63.0% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling