-6.5%
UBER vs ALAB
+10.4%
-17.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.7% | -10.0% | +4.1% |
| 7D | +6.7% | -5.6% | +12.3% | +6.4% |
| 30D | -0.5% | -36.6% | +36.2% | -2.1% |
| 3M | -5.1% | -35.1% | +30.0% | -6.2% |
| All | -6.5% | +10.4% | -17.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 6mo: compounded portfolio wealth divided by compounded ALAB 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…
6mo analysis · Full analysis span regression · 6 months rolling