+68.5%
UBER vs APD
+83.1%
-14.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -2.0% | +11.0% | -13.1% | -5.8% |
| 3M | -10.2% | +2.0% | -12.2% | -10.9% |
| 6M | -7.2% | +7.1% | -14.2% | -10.0% |
| YTD | -14.3% | +29.8% | -44.0% | -23.8% |
| 1Y | -25.6% | +24.0% | -49.6% | -32.9% |
| 3Y | +35.8% | +27.2% | +8.6% | +16.8% |
| 5Y | +61.5% | +12.8% | +48.7% | +42.8% |
| All | +68.5% | +83.1% | -14.6% | +10.7% |
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