-24.5%
UBER vs BAH
+2.3%
-26.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | -1.1% | +18.0% | -19.2% | -3.9% |
| 3M | -10.0% | +11.4% | -21.4% | -11.9% |
| 6M | -7.2% | +17.7% | -24.9% | -10.0% |
| YTD | -13.5% | +5.4% | -18.9% | -15.6% |
| 1Y | -24.5% | +2.8% | -27.2% | -26.0% |
| All | -24.5% | +2.3% | -26.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling