-3.7%
UBER vs ALAB
+490.6%
-494.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.8% | -10.0% | -1.0% |
| 7D | -3.9% | +7.2% | -11.1% | -4.4% |
| 30D | +11.1% | -2.5% | +13.6% | +11.2% |
| 3M | +4.9% | -13.3% | +18.2% | +4.7% |
| 6M | -1.2% | +172.8% | -174.0% | -12.7% |
| YTD | -7.3% | +86.6% | -93.9% | -15.7% |
| 1Y | -17.6% | +65.2% | -82.8% | -25.1% |
| All | -3.7% | +490.6% | -494.2% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling