+319.9%
ADP vs EBAY
+378.9%
-59.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +2.2% | -0.9% | +3.0% | +2.4% |
| 30D | +10.6% | +3.5% | +7.1% | +9.4% |
| 3M | +12.9% | +16.0% | -3.1% | +7.9% |
| 6M | +50.6% | +7.6% | +43.0% | +46.6% |
| YTD | +23.2% | +40.1% | -16.9% | +10.2% |
| 1Y | +25.3% | +45.0% | -19.8% | +10.8% |
| 3Y | +47.1% | +228.1% | -181.0% | -4.3% |
| 5Y | +50.1% | +78.6% | -28.6% | +16.4% |
| All | +319.9% | +378.9% | -59.0% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling