-5.1%
UBER vs ADVB
-97.4%
+92.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.2% | +3.8% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | -0.5% | -61.4% | +60.9% | -1.9% |
| 3M | -5.1% | -67.8% | +62.7% | -6.6% |
| 6M | -5.7% | -66.9% | +61.2% | -6.9% |
| YTD | -12.9% | -64.9% | +52.0% | -14.1% |
| 1Y | -22.6% | -74.8% | +52.1% | -23.1% |
| All | -5.1% | -97.4% | +92.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling