+958.5%
ABT vs EBAY
+12,410.8%
-11,452.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -4.7% | -3.0% | -1.8% | -4.5% |
| 30D | -3.1% | -3.6% | +0.5% | -2.8% |
| 3M | +16.1% | -4.4% | +20.6% | +16.5% |
| 6M | -5.3% | +12.1% | -17.4% | -6.6% |
| YTD | -14.4% | +19.9% | -34.4% | -16.3% |
| 1Y | -18.4% | +13.4% | -31.8% | -20.0% |
| 3Y | +11.2% | +150.5% | -139.3% | -0.1% |
| 5Y | -9.4% | +54.8% | -64.2% | -15.3% |
| 10Y | +209.7% | +268.1% | -58.3% | +165.5% |
| All | +958.5% | +12,410.8% | -11,452.3% | +674.5% |
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