-25.6%
UBER vs ADP
+24.1%
-49.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +5.2% | +3.2% | +2.0% | +4.0% |
| 30D | -2.0% | +12.8% | -14.8% | -6.3% |
| 3M | -10.2% | +12.3% | -22.5% | -14.0% |
| 6M | -7.2% | +45.4% | -52.6% | -18.1% |
| YTD | -14.3% | +21.4% | -35.7% | -19.8% |
| 1Y | -25.6% | +23.7% | -49.3% | -31.3% |
| All | -25.6% | +24.1% | -49.6% | -31.3% |
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