+74.5%
UBER vs ADP
+96.0%
-21.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | -4.5% | -5.7% | +1.2% | -0.8% |
| 30D | -7.6% | -1.4% | -6.2% | -6.8% |
| 3M | +5.8% | +16.6% | -10.8% | -4.6% |
| 6M | +0.3% | +24.9% | -24.7% | -14.2% |
| YTD | -11.2% | +5.6% | -16.8% | -15.3% |
| 1Y | -23.0% | -6.0% | -17.0% | -20.9% |
| 3Y | +53.6% | +14.5% | +39.1% | +35.5% |
| 5Y | +81.9% | +47.9% | +34.0% | +32.4% |
| All | +74.5% | +96.0% | -21.4% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling