-13.4%
UBER vs APH
+8.4%
-21.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | +0.2% |
| 7D | +5.1% | -5.9% | +11.1% | +4.4% |
| 30D | +0.2% | -14.8% | +15.0% | -1.4% |
| 3M | -2.7% | -12.4% | +9.8% | -3.6% |
| 6M | -13.4% | +8.1% | -21.4% | -14.1% |
| All | -13.4% | +8.4% | -21.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 6mo: compounded portfolio wealth divided by compounded APH 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…
6mo analysis · Full analysis span regression · 6 months rolling