+71.0%
UBER vs ALM
+1,163.0%
-1,092.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.6% |
| 7D | -7.0% | +3.6% | -10.6% | -7.3% |
| 30D | -8.9% | +33.8% | -42.7% | -10.6% |
| 3M | +1.0% | +14.8% | -13.8% | -0.5% |
| 6M | -3.7% | -7.0% | +3.2% | -4.6% |
| YTD | -13.0% | +108.1% | -121.1% | -18.7% |
| 1Y | -25.5% | +313.8% | -339.3% | -34.1% |
| 3Y | +50.5% | +2,227.6% | -2,177.2% | +11.9% |
| 5Y | +76.2% | +956.6% | -880.5% | +38.1% |
| All | +71.0% | +1,163.0% | -1,092.1% | -3.9% |
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