+82.2%
UBER vs ADM
+148.6%
-66.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -3.9% | +3.8% | -7.6% | -5.1% |
| 30D | +11.1% | +9.8% | +1.4% | +7.5% |
| 3M | +4.9% | +2.1% | +2.8% | +3.7% |
| 6M | -1.2% | +27.5% | -28.7% | -10.2% |
| YTD | -7.3% | +50.2% | -57.5% | -21.0% |
| 1Y | -17.6% | +40.6% | -58.2% | -28.4% |
| 3Y | +61.1% | +17.2% | +43.8% | +46.6% |
| 5Y | +87.9% | +61.9% | +26.0% | +32.2% |
| All | +82.2% | +148.6% | -66.3% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling