+61.5%
UBER vs ADM
+23.4%
+38.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +5.2% | -1.8% | +7.0% | +5.5% |
| 30D | -2.0% | -13.3% | +11.2% | 0.0% |
| 3M | -10.2% | -13.4% | +3.1% | -8.4% |
| 6M | -7.2% | -9.6% | +2.4% | -6.1% |
| YTD | -14.3% | +23.0% | -37.3% | -18.3% |
| 1Y | -25.6% | +27.4% | -52.9% | -29.6% |
| 3Y | +35.8% | +5.7% | +30.1% | +30.0% |
| 5Y | +61.5% | +22.1% | +39.4% | +43.9% |
| All | +61.5% | +23.4% | +38.1% | +43.9% |
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