+82.2%
UBER vs APD
+75.5%
+6.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.1% |
| 30D | +11.1% | +2.1% | +9.0% | +10.3% |
| 3M | +4.9% | +7.2% | -2.3% | +1.8% |
| 6M | -1.2% | +11.2% | -12.4% | -6.0% |
| YTD | -7.3% | +24.4% | -31.7% | -16.2% |
| 1Y | -17.6% | +6.7% | -24.3% | -21.1% |
| 3Y | +61.1% | +9.2% | +51.8% | +47.9% |
| 5Y | +87.9% | +27.4% | +60.5% | +56.0% |
| All | +82.2% | +75.5% | +6.8% | +21.8% |
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