+42.5%
UBER vs ALLE
+88.9%
-46.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +0.2% | +25.3% | -25.1% | -7.8% |
| 3M | -2.7% | +10.3% | -13.0% | -6.2% |
| 6M | -13.4% | +38.0% | -51.4% | -23.6% |
| YTD | -16.1% | +17.8% | -33.8% | -22.3% |
| 1Y | -25.5% | +13.6% | -39.1% | -30.0% |
| 3Y | +42.5% | +89.2% | -46.7% | +11.4% |
| All | +42.5% | +88.9% | -46.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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