+56.4%
UBER vs ALB
-62.4%
+118.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +6.7% | +9.5% | -2.8% | +4.6% |
| 30D | -0.5% | -2.1% | +1.6% | -0.2% |
| 3M | -5.1% | -24.1% | +19.0% | +0.2% |
| 6M | -5.7% | -51.0% | +45.3% | +9.0% |
| YTD | -12.9% | -29.3% | +16.4% | -10.0% |
| 1Y | -22.6% | +3.2% | -25.8% | -27.8% |
| 3Y | +42.2% | -9.3% | +51.5% | +22.4% |
| 5Y | +56.4% | -61.6% | +118.0% | +70.6% |
| All | +56.4% | -62.4% | +118.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling