-26.2%
UBER vs ALC
+4.2%
-30.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +3.6% |
| 7D | +7.0% | +10.7% | -3.7% | +5.1% |
| 30D | +0.6% | +20.2% | -19.6% | -2.5% |
| 3M | -2.9% | +8.9% | -11.8% | -4.6% |
| 6M | -5.5% | +5.7% | -11.2% | -8.6% |
| YTD | -14.5% | -1.4% | -13.1% | -15.6% |
| 1Y | -26.2% | +4.7% | -30.9% | -28.6% |
| All | -26.2% | +4.2% | -30.4% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling