-10.1%
UBER vs ALAB
+339.3%
-349.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.4% |
| 7D | +1.2% | +3.4% | -2.3% | +0.7% |
| 30D | -1.1% | -28.8% | +27.6% | +0.7% |
| 3M | -10.0% | -26.0% | +16.0% | -9.0% |
| 6M | -7.2% | +11.4% | -18.5% | -11.3% |
| YTD | -13.5% | +38.8% | -52.3% | -20.4% |
| 1Y | -24.5% | +37.8% | -62.3% | -30.8% |
| All | -10.1% | +339.3% | -349.4% | -32.5% |
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