+82.2%
UBER vs ALLE
+73.3%
+8.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +11.1% | -6.8% | +17.9% | +15.3% |
| 3M | +4.9% | +21.0% | -16.1% | -6.0% |
| 6M | -1.2% | +1.1% | -2.3% | -2.8% |
| YTD | -7.3% | -0.5% | -6.7% | -8.8% |
| 1Y | -17.6% | -7.3% | -10.4% | -16.1% |
| 3Y | +61.1% | +42.3% | +18.8% | +25.6% |
| 5Y | +87.9% | +13.5% | +74.4% | +62.7% |
| All | +82.2% | +73.3% | +8.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling