+65.0%
UBER vs APD
+77.6%
-12.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +5.1% | -3.7% | +8.8% | +6.6% |
| 30D | +0.2% | +9.6% | -9.4% | -3.2% |
| 3M | -2.7% | +1.6% | -4.3% | -3.3% |
| 6M | -13.4% | +2.2% | -15.5% | -14.5% |
| YTD | -16.1% | +25.9% | -41.9% | -24.5% |
| 1Y | -25.5% | +20.1% | -45.7% | -32.0% |
| 3Y | +42.5% | +12.4% | +30.1% | +28.9% |
| 5Y | +45.3% | +11.1% | +34.2% | +29.0% |
| All | +65.0% | +77.6% | -12.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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