+67.6%
UBER vs ALM
+466.4%
-398.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +0.6% | -19.3% | +19.9% | +1.7% |
| 3M | -8.2% | -40.6% | +32.5% | -5.8% |
| 6M | -6.7% | -57.9% | +51.2% | -3.0% |
| YTD | -14.7% | -6.7% | -8.0% | -16.7% |
| 1Y | -24.1% | +20.2% | -44.2% | -27.3% |
| 3Y | +33.4% | +879.4% | -846.0% | +5.3% |
| 5Y | +54.5% | +415.3% | -360.8% | +25.4% |
| All | +67.6% | +466.4% | -398.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling