+63.7%
UBER vs ALB
-29.2%
+92.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.3% |
| 7D | -3.9% | -8.1% | +4.2% | -2.9% |
| 30D | +11.1% | +6.3% | +4.9% | +10.2% |
| 3M | +4.9% | -23.6% | +28.5% | +8.1% |
| 6M | -1.2% | -24.6% | +23.5% | +1.2% |
| YTD | -7.3% | -10.3% | +3.0% | -8.2% |
| 1Y | -17.6% | +61.5% | -79.1% | -26.5% |
| All | +63.7% | -29.2% | +92.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling