-26.2%
UBER vs ADP
+20.3%
-46.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.0% |
| 7D | +7.0% | +6.4% | +0.7% | +4.7% |
| 30D | +0.6% | +16.6% | -16.1% | -4.9% |
| 3M | -2.9% | +12.9% | -15.8% | -7.1% |
| 6M | -5.5% | +45.7% | -51.1% | -16.5% |
| YTD | -14.5% | +20.6% | -35.1% | -20.0% |
| 1Y | -26.2% | +20.5% | -46.7% | -31.2% |
| All | -26.2% | +20.3% | -46.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling