+75.9%
UBER vs AMCR
+4.1%
+71.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.5% |
| 7D | -2.8% | -1.8% | -1.0% | -1.8% |
| 30D | -2.5% | -6.0% | +3.5% | +0.8% |
| 3M | +4.4% | +18.9% | -14.5% | -5.3% |
| 6M | -2.7% | +5.7% | -8.3% | -6.6% |
| YTD | -10.5% | +11.1% | -21.6% | -18.0% |
| 1Y | -22.5% | +12.7% | -35.2% | -29.9% |
| 3Y | +54.8% | +9.6% | +45.2% | +36.1% |
| 5Y | +82.5% | -10.3% | +92.8% | +80.3% |
| All | +75.9% | +4.1% | +71.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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