+42.2%
UBER vs ADP
+43.3%
-1.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +6.7% | +1.1% | +5.6% | +6.2% |
| 30D | -0.5% | +11.5% | -12.0% | -5.0% |
| 3M | -5.1% | +12.0% | -17.2% | -9.7% |
| 6M | -5.7% | +43.8% | -49.5% | -19.2% |
| YTD | -12.9% | +20.1% | -33.0% | -19.0% |
| 1Y | -22.6% | +22.3% | -44.9% | -28.8% |
| 3Y | +42.2% | +43.3% | -1.1% | +24.4% |
| All | +42.2% | +43.3% | -1.1% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling