+54.8%
UBER vs ADM
+18.5%
+36.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -2.5% | +11.0% | -13.5% | -3.6% |
| 3M | +4.4% | +6.0% | -1.6% | +3.6% |
| 6M | -2.7% | +26.9% | -29.6% | -5.6% |
| YTD | -10.5% | +50.0% | -60.5% | -15.4% |
| 1Y | -22.5% | +39.6% | -62.1% | -26.0% |
| 3Y | +54.8% | +18.5% | +36.3% | +49.6% |
| All | +54.8% | +18.5% | +36.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling