-29.0%
AAL vs EBAY
+625.3%
-654.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -19.0% | -6.3% | -12.7% | -16.1% |
| 3M | -5.1% | -3.3% | -1.8% | -3.8% |
| 6M | +15.5% | +13.5% | +2.0% | +5.3% |
| YTD | -15.8% | +21.2% | -37.0% | -27.0% |
| 1Y | -0.3% | +13.9% | -14.2% | -12.1% |
| 3Y | -7.7% | +153.1% | -160.8% | -53.5% |
| 5Y | -32.5% | +54.5% | -87.0% | -55.2% |
| 10Y | -66.0% | +262.7% | -328.7% | -88.9% |
| All | -29.0% | +625.3% | -654.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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