+71.2%
UBER vs ALM
+504.7%
-433.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +3.3% |
| 7D | +6.7% | +0.7% | +5.9% | +6.6% |
| 30D | -0.5% | -26.1% | +25.6% | +1.2% |
| 3M | -5.1% | -38.1% | +33.0% | -2.9% |
| 6M | -5.7% | -55.4% | +49.7% | -2.3% |
| YTD | -12.9% | -0.4% | -12.5% | -15.2% |
| 1Y | -22.6% | +25.4% | -48.0% | -26.1% |
| 3Y | +42.2% | +907.8% | -865.6% | +12.2% |
| 5Y | +56.4% | +440.2% | -383.8% | +26.8% |
| All | +71.2% | +504.7% | -433.4% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling