+56.4%
UBER vs ADP
+48.1%
+8.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +6.7% | +1.1% | +5.6% | +6.0% |
| 30D | -0.5% | +11.5% | -12.0% | -6.7% |
| 3M | -5.1% | +12.0% | -17.2% | -11.4% |
| 6M | -5.7% | +43.8% | -49.5% | -24.3% |
| YTD | -12.9% | +20.1% | -33.0% | -22.2% |
| 1Y | -22.6% | +22.3% | -44.9% | -31.8% |
| 3Y | +42.2% | +43.3% | -1.1% | +9.4% |
| 5Y | +56.4% | +47.3% | +9.0% | +6.8% |
| All | +56.4% | +48.1% | +8.3% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling