+82.2%
UBER vs ALM
+1,110.7%
-1,028.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | -3.9% | -2.6% | -1.3% | -3.7% |
| 30D | +11.1% | +32.0% | -20.9% | +9.1% |
| 3M | +4.9% | -15.0% | +20.0% | +5.2% |
| 6M | -1.2% | -10.1% | +9.0% | -1.9% |
| YTD | -7.3% | +99.4% | -106.7% | -13.1% |
| 1Y | -17.6% | +316.4% | -334.0% | -27.1% |
| 3Y | +61.1% | +2,022.0% | -1,960.9% | +20.7% |
| 5Y | +87.9% | +941.2% | -853.3% | +47.2% |
| All | +82.2% | +1,110.7% | -1,028.4% | +2.7% |
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