+49.1%
ADP vs EBAY
+78.6%
-29.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.9% |
| 30D | +11.6% | +3.2% | +8.4% | +10.6% |
| 3M | +15.1% | +17.8% | -2.7% | +9.9% |
| 6M | +46.0% | +9.5% | +36.6% | +41.7% |
| YTD | +22.4% | +39.2% | -16.8% | +10.6% |
| 1Y | +24.5% | +38.6% | -14.1% | +12.6% |
| 3Y | +44.8% | +216.8% | -172.0% | -5.4% |
| 5Y | +49.1% | +77.5% | -28.4% | +13.0% |
| All | +49.1% | +78.6% | -29.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling