-25.6%
UBER vs ALLY
-1.7%
-23.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -0.9% |
| 7D | +5.2% | -0.7% | +5.8% | +5.5% |
| 30D | -2.0% | +1.1% | -3.2% | -2.3% |
| 3M | -10.2% | -13.2% | +3.0% | -6.7% |
| 6M | -7.2% | -13.5% | +6.3% | -3.4% |
| YTD | -14.3% | -14.3% | 0.0% | -12.2% |
| 1Y | -25.6% | -1.1% | -24.4% | -26.8% |
| All | -25.6% | -1.7% | -23.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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