+76.2%
UBER vs ADI
+143.1%
-66.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -7.0% | +2.6% | -9.7% | -8.3% |
| 30D | -8.9% | -4.6% | -4.3% | -6.9% |
| 3M | +1.0% | -9.5% | +10.5% | +4.5% |
| 6M | -3.7% | +14.8% | -18.6% | -14.7% |
| YTD | -13.0% | +35.8% | -48.8% | -30.9% |
| 1Y | -25.5% | +48.9% | -74.5% | -44.4% |
| 3Y | +50.5% | +115.6% | -65.1% | -19.5% |
| 5Y | +76.2% | +135.1% | -58.9% | -15.0% |
| All | +76.2% | +143.1% | -66.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 5y: compounded portfolio wealth divided by compounded ADI 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…
5y analysis · Full analysis span regression · 6 months rolling