+42.2%
UBER vs ALC
+2.4%
+39.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +6.7% | +2.1% | +4.6% | +6.0% |
| 30D | -0.5% | +17.2% | -17.7% | -4.9% |
| 3M | -5.1% | +4.6% | -9.8% | -6.4% |
| 6M | -5.7% | +20.1% | -25.8% | -10.2% |
| YTD | -12.9% | -4.2% | -8.7% | -12.6% |
| 1Y | -22.6% | +2.1% | -24.7% | -24.2% |
| 3Y | +42.2% | +4.5% | +37.7% | +38.1% |
| All | +42.2% | +2.4% | +39.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling