+82.2%
UBER vs ADP
+103.5%
-21.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.1% |
| 7D | -3.9% | -3.4% | -0.5% | -1.8% |
| 30D | +11.1% | +2.8% | +8.3% | +9.1% |
| 3M | +4.9% | +20.9% | -16.0% | -7.6% |
| 6M | -1.2% | +29.9% | -31.0% | -17.6% |
| YTD | -7.3% | +9.6% | -16.9% | -13.7% |
| 1Y | -17.6% | -5.3% | -12.4% | -15.7% |
| 3Y | +61.1% | +16.5% | +44.6% | +40.7% |
| 5Y | +87.9% | +49.4% | +38.5% | +35.9% |
| All | +82.2% | +103.5% | -21.3% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling