+82.2%
UBER vs ALB
+91.3%
-9.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.8% |
| 7D | -3.9% | -8.1% | +4.2% | -1.9% |
| 30D | +11.1% | +6.3% | +4.9% | +9.3% |
| 3M | +4.9% | -23.6% | +28.5% | +11.1% |
| 6M | -1.2% | -24.6% | +23.5% | +3.6% |
| YTD | -7.3% | -10.3% | +3.0% | -8.5% |
| 1Y | -17.6% | +61.5% | -79.1% | -32.1% |
| 3Y | +61.1% | -34.0% | +95.0% | +60.3% |
| 5Y | +87.9% | -44.6% | +132.5% | +89.3% |
| All | +82.2% | +91.3% | -9.1% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling