+76.2%
UBER vs ADM
+67.1%
+9.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.2% |
| 7D | -7.0% | +1.4% | -8.4% | -7.2% |
| 30D | -8.9% | +8.2% | -17.1% | -10.1% |
| 3M | +1.0% | +8.7% | -7.7% | -0.5% |
| 6M | -3.7% | +29.1% | -32.8% | -8.1% |
| YTD | -13.0% | +53.7% | -66.7% | -19.7% |
| 1Y | -25.5% | +43.2% | -68.8% | -30.5% |
| 3Y | +50.5% | +21.4% | +29.1% | +42.3% |
| 5Y | +76.2% | +67.1% | +9.1% | +58.7% |
| All | +76.2% | +67.1% | +9.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling