+70.0%
UBER vs ADP
+126.0%
-56.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | +0.9% | +0.2% | +0.5% |
| 30D | -1.1% | +11.9% | -13.0% | -8.1% |
| 3M | -10.0% | +13.7% | -23.7% | -17.3% |
| 6M | -7.2% | +46.8% | -53.9% | -28.1% |
| YTD | -13.5% | +21.8% | -35.3% | -24.8% |
| 1Y | -24.5% | +23.5% | -48.0% | -35.1% |
| 3Y | +37.0% | +44.1% | -7.0% | +3.8% |
| 5Y | +63.3% | +49.9% | +13.4% | +18.5% |
| All | +70.0% | +126.0% | -56.0% | -14.4% |
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 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